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Journal: Mathematics, 2022
Volume: 10
Number: 2537
Article:
Reconstructing the Local Volatility Surface from Market Option Prices
Authors:
by
Soobin Kwak, Youngjin Hwang, Yongho Choi, Jian Wang, Sangkwon Kim and Junseok Kim
Link:
https://www.mdpi.com/2227-7390/10/14/2537
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