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Recovering the time-dependent volatility in jump-diffusion models from nonlocal price observations. (English) Zbl 07511672

Lirkov, Ivan (ed.) et al., Large-scale scientific computing. 13th international conference, LSSC 2021, Sozopol, Bulgaria, June 7–11, 2021. Revised selected papers. Cham: Springer. Lect. Notes Comput. Sci. 13127, 507-514 (2022).
MSC:  91G20 60H35
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