The regularized implied local volatility equations-A new model to recover the volatility of underlying asset option pricing
主 题: The regularized implied local volatility equations-A new model to recover the volatility of underlying asset option pricing
报告人: 姜礼尚 教授 (2005年华罗庚奖获得者,同济大学应用数学系)
时 间: 2005-12-19 下午 2:40 - 3:30
地 点: 理科一号楼 1418
