On implied volatility recovery of a time-fractional Black-Scholes equation for double barrier options (Q5164907): Difference between revisions
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Revision as of 20:11, 19 March 2024
scientific article; zbMATH DE number 7426399
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On implied volatility recovery of a time-fractional Black-Scholes equation for double barrier options |
scientific article; zbMATH DE number 7426399 |
Statements
On implied volatility recovery of a time-fractional Black-Scholes equation for double barrier options (English)
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15 November 2021
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time-fractional partial differential equation
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reconstruct volatility
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Fredholm integral equation
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uniqueness
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