Kwak, S.; Hwang, Y.; Choi, Y.; Wang, J.; Kim, S.; Kim, J.
Reconstructing the Local Volatility Surface from Market Option Prices. Mathematics 2022, 10, 2537.
https://doi.org/10.3390/math10142537
AMA Style
Kwak S, Hwang Y, Choi Y, Wang J, Kim S, Kim J.
Reconstructing the Local Volatility Surface from Market Option Prices. Mathematics. 2022; 10(14):2537.
https://doi.org/10.3390/math10142537
Chicago/Turabian Style
Kwak, Soobin, Youngjin Hwang, Yongho Choi, Jian Wang, Sangkwon Kim, and Junseok Kim.
2022. "Reconstructing the Local Volatility Surface from Market Option Prices" Mathematics 10, no. 14: 2537.
https://doi.org/10.3390/math10142537
APA Style
Kwak, S., Hwang, Y., Choi, Y., Wang, J., Kim, S., & Kim, J.
(2022). Reconstructing the Local Volatility Surface from Market Option Prices. Mathematics, 10(14), 2537.
https://doi.org/10.3390/math10142537