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Chapter title |
Local Volatility Calibration by Optimal Transport
|
---|---|
Chapter number | 5 |
Book title |
2017 MATRIX Annals
|
Published by |
Springer, Cham, January 2019
|
DOI | 10.1007/978-3-030-04161-8_5 |
Book ISBNs |
978-3-03-004160-1, 978-3-03-004161-8
|
Authors |
Ivan Guo, Grégoire Loeper, Shiyi Wang, Guo, Ivan, Loeper, Grégoire, Wang, Shiyi |