Recovery of time-dependent volatility in option pricing model (Q2835442): Difference between revisions
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Latest revision as of 20:55, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Recovery of time-dependent volatility in option pricing model |
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Recovery of time-dependent volatility in option pricing model (English)
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2 December 2016
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inverse parabolic problem
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inverse option pricing
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numerical integral equations
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