De Cezaro, A., Scherzer, O., & Zubelli, J. (2012). Convex regularization of local volatility models from option prices: Convergence analysis and rates. Nonlinear analysis, 75(4), 2398-2415. https://doi.org/10.1016/j.na.2011.10.037
Chicago Style (17th ed.) CitationDe Cezaro, A., O. Scherzer, and J.P Zubelli. "Convex Regularization of Local Volatility Models from Option Prices: Convergence Analysis and Rates." Nonlinear Analysis 75, no. 4 (2012): 2398-2415. https://doi.org/10.1016/j.na.2011.10.037.
MLA (9th ed.) CitationDe Cezaro, A., et al. "Convex Regularization of Local Volatility Models from Option Prices: Convergence Analysis and Rates." Nonlinear Analysis, vol. 75, no. 4, 2012, pp. 2398-2415, https://doi.org/10.1016/j.na.2011.10.037.
Warning: These citations may not always be 100% accurate.