Identifying the volatility of underlying assets from option prices (Q2709875): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 08:08, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Identifying the volatility of underlying assets from option prices |
scientific article |
Statements
Identifying the volatility of underlying assets from option prices (English)
0 references
14 November 2002
0 references
volatility
0 references
asset price
0 references
Black-Scholes model
0 references
inverse parabolic problem
0 references
optimal control
0 references
option value
0 references
boundary value problem
0 references
