A PDE method for estimation of implied volatility (Q4991029): Difference between revisions
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Revision as of 09:50, 29 February 2024
scientific article; zbMATH DE number 7353641
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A PDE method for estimation of implied volatility |
scientific article; zbMATH DE number 7353641 |
Statements
A PDE method for estimation of implied volatility (English)
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2 June 2021
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implied volatilities
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partial differential equations
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numerical methods for option pricing
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Black-Scholes model
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Bachelier model
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