Identifying the volatility of underlying assets from option prices (Q2709875): Difference between revisions

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Identifying the volatility of underlying assets from option prices
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    Identifying the volatility of underlying assets from option prices (English)
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    14 November 2002
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    volatility
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    asset price
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    Black-Scholes model
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    inverse parabolic problem
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    optimal control
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    option value
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    boundary value problem
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