Convergence rates results for recovering the volatility term structure including at-the-money options (Q5191062): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 16:23, 8 February 2024
scientific article; zbMATH DE number 5587893
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convergence rates results for recovering the volatility term structure including at-the-money options |
scientific article; zbMATH DE number 5587893 |
Statements
Convergence rates results for recovering the volatility term structure including at-the-money options (English)
0 references
28 July 2009
0 references
inverse problem of option pricing
0 references
identification of local volatilities
0 references
Black-Scholes model
0 references
parabolic equations
0 references
ill-posed problem
0 references
regularization
0 references
