Analytical solution of the simplified Dupire-like equation and necessary conditions of optimality in a financial calibration problem,

Auteur

Abdelilah Jraifi, Aziz Darouichi, Ilias Elmouki

Manifestation

The Third International Conference on Modeling and Scientific Computing in Mathematical Engineering (MOCASIM2018)

Date

2018-11-26

Organisation

Faculté des Sciences et Techniques (Marrakech, Maroc) .

Chercheur

JRAIFI Abdelilah

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