Yin, B., & Ye, Y. (2006). Recovering the local volatility in Black-Scholes model by numerical differentiation. Applicable analysis, 85(6-7), 681-692. https://doi.org/10.1080/00036810500475025
Chicago Style (17th ed.) CitationYin, Binbin, and Yuzhang Ye. "Recovering the Local Volatility in Black-Scholes Model by Numerical Differentiation." Applicable Analysis 85, no. 6-7 (2006): 681-692. https://doi.org/10.1080/00036810500475025.
MLA (9th ed.) CitationYin, Binbin, and Yuzhang Ye. "Recovering the Local Volatility in Black-Scholes Model by Numerical Differentiation." Applicable Analysis, vol. 85, no. 6-7, 2006, pp. 681-692, https://doi.org/10.1080/00036810500475025.
Warning: These citations may not always be 100% accurate.