Non-parametric calibration of the local volatility surface for European options using a second-order Tikhonov regularization

Author： Geng Jian   Navon I. Michael   Chen Xiao  

Publisher： Routledge Ltd

ISSN： 1469-7688

Source： Quantitative Finance, Vol.14, Iss.1, 2014-01, pp. : 73-85

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