An inverse volatility problem of financial products linked with gold price (Q2321603): Difference between revisions

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Latest revision as of 21:46, 1 August 2024

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An inverse volatility problem of financial products linked with gold price
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    An inverse volatility problem of financial products linked with gold price (English)
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    23 August 2019
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    inverse volatility problem
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    optimal control
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    existence
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    necessary condition
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    uniqueness
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    numerical results
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