Identifying the volatility of underlying assets from option prices (Q2709875): Difference between revisions
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Revision as of 00:19, 15 February 2024
scientific article
| Language | Label | Description | Also known as |
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| English | 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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