"Bi-cubic B-spline fitting-based local volatility model with mean reversion ..."

Shifei Zhou et al. (2016)

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DOI: 10.1007/S11424-015-3066-8

access: closed

type: Journal Article

metadata version: 2020-06-08

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Shifei Zhou, Hao Wang, Jerome Yen, Kin Keung Lai:
Bi-cubic B-spline fitting-based local volatility model with mean reversion process. J. Syst. Sci. Complex. 29(1): 119-132 (2016)

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