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

Shifei ZhouHao WangJerome YenKin Keung Lai
Published in: J. Syst. Sci. Complex. (2016)
Keyphrases
  • cubic b spline
  • image processing
  • objective function
  • image analysis
  • multi view
  • hybrid model