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Reconstruction of the local volatility function using the Black-Scholes model.
Sangkwon Kim
Hyunsoo Han
Hanbyeol Jang
Darae Jeong
Chaeyoung Lee
Wonjin Lee
Junseok Kim
Published in:
J. Comput. Sci. (2021)
Keyphrases
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black scholes model
image reconstruction
artificial intelligence
decision problems
stock price
multi criteria
exchange rate
option pricing