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A parametrized barycentric approximation for inverse problems with application to the Black–Scholes formula
A parametrized barycentric approximation for inverse problems with application to the Black–Scholes formula
2018
Oliver Salazar Celis
Keywords:
Parametrization
Inverse problem
Mathematical optimization
Mathematical analysis
Mathematics
Calculus
Barycentric coordinate system
Black–Scholes equation
Black–Scholes model
Correction
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