The collocating local volatility framework–a fresh look at efficient pricing with smile

Research output: Contribution to journal › Article › Academic › peer-review

Original language	Undefined/Unknown
Journal	International Journal of Computer Mathematics
DOIs	https://doi.org/10.1080/00207160.2018.1547378
Publication status	Published - 2019
Externally published	Yes

Access to Document

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title = "The collocating local volatility framework–a fresh look at efficient pricing with smile",

author = "L.A. Grzelak",

year = "2019",

doi = "10.1080/00207160.2018.1547378",

language = "Undefined/Unknown",

journal = "International Journal of Computer Mathematics",

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