An inverse problem of determining the implied volatility in option pricing (Q2467746)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An inverse problem of determining the implied volatility in option pricing |
scientific article |
Statements
An inverse problem of determining the implied volatility in option pricing (English)
0 references
28 January 2008
0 references
parabolic type partial differential equation
0 references
European option
0 references
volatility
0 references
existence
0 references
uniqueness
0 references
necessary condition
0 references
