An inverse finance problem for estimating volatility in American option pricing under jump-diffusion dynamics (Q5212568): Difference between revisions
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An inverse finance problem for estimating volatility in American option pricing under jump-diffusion dynamics | |||
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| Property / DOI: 10.22124/jmm.2019.13082.1258 / rank | |||
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| Property / full work available at URL: https://jmm.guilan.ac.ir/article_3539_7524d7ee675c67e0cb49bdbc9642a909.pdf / rank | |||
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| Property / OpenAlex ID: W2965755198 / rank | |||
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An inverse finance problem for estimating volatility in American option pricing under jump-diffusion dynamics (English) | |||
| Property / title: An inverse finance problem for estimating volatility in American option pricing under jump-diffusion dynamics (English) / rank | |||
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| Property / cites work | |||
| Property / cites work: Uniqueness, stability and numerical methods for the inverse problem that arises in financial markets / rank | |||
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| Property / cites work: An inverse problem of determining the implied volatility in option pricing / rank | |||
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| Property / cites work: Q4895893 / rank | |||
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| Property / cites work: A Jump-Diffusion Model for Option Pricing / rank | |||
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| Property / cites work: An inverse finance problem for estimation of the volatility / rank | |||
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| Property / cites work: Q5574199 / rank | |||
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| Property / cites work: Q3594586 / rank | |||
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| Property / cites work: Penalty methods for American options with stochastic volatility / rank | |||
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| Property / DOI: 10.22124/JMM.2019.13082.1258 / rank | |||
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Latest revision as of 16:20, 30 December 2024
scientific article; zbMATH DE number 7159936
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An inverse finance problem for estimating volatility in American option pricing under jump-diffusion dynamics |
scientific article; zbMATH DE number 7159936 |
Statements
29 January 2020
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Emden-Fowler equations
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integral equation
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Volterra
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moving least squares method
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An inverse finance problem for estimating volatility in American option pricing under jump-diffusion dynamics (English)
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