Forecasting stock options prices via the solution of an ill-posed problem for the Black–Scholes equation (Q5044970): Difference between revisions
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Latest revision as of 16:43, 30 December 2024
scientific article; zbMATH DE number 7611862
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Forecasting stock options prices via the solution of an ill-posed problem for the Black–Scholes equation |
scientific article; zbMATH DE number 7611862 |
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Forecasting stock options prices via the solution of an ill-posed problem for the Black–Scholes equation (English)
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3 November 2022
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Black-Scholes equation
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European call options
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geometric Brownian motion
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probability theory
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ill-posed problem
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quasi-reversibility method
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Carleman estimate
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