An inverse volatility problem of financial products linked with gold price (Q2321603): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Created claim: Wikidata QID (P12): Q128171378, #quickstatements; #temporary_batch_1722545075506 |
||
| Property / Wikidata QID | |||
| Property / Wikidata QID: Q128171378 / rank | |||
Normal rank | |||
Latest revision as of 21:46, 1 August 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An inverse volatility problem of financial products linked with gold price |
scientific article |
Statements
An inverse volatility problem of financial products linked with gold price (English)
0 references
23 August 2019
0 references
inverse volatility problem
0 references
optimal control
0 references
existence
0 references
necessary condition
0 references
uniqueness
0 references
numerical results
0 references
0 references
