Convergence rates results for recovering the volatility term structure including at-the-money options (Q5191062): Difference between revisions
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Revision as of 20:12, 5 March 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)
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28 July 2009
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inverse problem of option pricing
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identification of local volatilities
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Black-Scholes model
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parabolic equations
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ill-posed problem
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regularization
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