An inverse finance problem for estimating volatility in American option pricing under jump-diffusion dynamics (Q5212568): Difference between revisions
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An inverse finance problem for estimating volatility in American option pricing under jump-diffusion dynamics | |||
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An inverse finance problem for estimating volatility in American option pricing under jump-diffusion dynamics (English) | |||
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Revision as of 21:31, 19 March 2024
scientific article; zbMATH DE number 7159936
| Language | Label | Description | Also known as |
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| English | An inverse finance problem for estimating volatility in American option pricing under jump-diffusion dynamics |
scientific article; zbMATH DE number 7159936 |
Statements
29 January 2020
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Emden-Fowler equations
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integral equation
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Volterra
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moving least squares method
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An inverse finance problem for estimating volatility in American option pricing under jump-diffusion dynamics (English)
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