An inverse problem of determining the implied volatility in option pricing (Q2467746): Difference between revisions
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Revision as of 11:40, 13 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An inverse problem of determining the implied volatility in option pricing |
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An inverse problem of determining the implied volatility in option pricing (English)
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28 January 2008
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parabolic type partial differential equation
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European option
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volatility
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existence
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uniqueness
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necessary condition
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