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Reconstruction of the local volatility function using the Black-Scholes model.

Sangkwon KimHyunsoo HanHanbyeol JangDarae JeongChaeyoung LeeWonjin LeeJunseok Kim
Published in: J. Comput. Sci. (2021)
Keyphrases
  • black scholes model
  • image reconstruction
  • artificial intelligence
  • decision problems
  • stock price
  • multi criteria
  • exchange rate
  • option pricing