Short Communication: Beyond Surrogate Modeling: Learning the Local Volatility via Shape Constraints

Research article (SIAM Journal on Financial Mathematics, 2021) · cited 16× · AI/ML
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Short Communication: Beyond Surrogate Modeling: Learning the Local Volatility via Shape Constraints

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Short Communication: Beyond Surrogate Modeling: Learning the Local Volatility via Shape Constraints is a scholarly article[1].

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APA 4ort.xyz Knowledge Graph. (2026). Short Communication: Beyond Surrogate Modeling: Learning the Local Volatility via Shape Constraints. Retrieved May 24, 2026, from https://4ort.xyz/entity/short-communication-beyond-surrogate-modeling-learning-the-local-volatility-via-shape-constraints
MLA “Short Communication: Beyond Surrogate Modeling: Learning the Local Volatility via Shape Constraints.” 4ort.xyz Knowledge Graph, 4ort.xyz, 24 May. 2026, https://4ort.xyz/entity/short-communication-beyond-surrogate-modeling-learning-the-local-volatility-via-shape-constraints.
BibTeX @misc{4ortxyz_short-communication-beyond-surrogate-modeling-learning-the-local-volatility-via-shape-constraints_2026, author = {{4ort.xyz Knowledge Graph}}, title = {{Short Communication: Beyond Surrogate Modeling: Learning the Local Volatility via Shape Constraints}}, year = {2026}, url = {https://4ort.xyz/entity/short-communication-beyond-surrogate-modeling-learning-the-local-volatility-via-shape-constraints}, note = {Accessed: 2026-05-24}}
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