Valuation of volatility derivatives as an inverse problem (Q3375397)

From MaRDI portal
Revision as of 11:57, 5 March 2024 by Import240304020342 (talk | contribs) (Set profile property.)
scientific article
Language Label Description Also known as
English
Valuation of volatility derivatives as an inverse problem
scientific article

    Statements

    title
    Valuation of volatility derivatives as an inverse problem (English)
    0 references
    author
    Peter K. Friz
    0 references
    Jim Gatheral
    0 references
    publication date
    8 March 2006
    0 references

    Identifiers

    Mathematics Subject Classification ID
    91B28
    0 references
    60H10
    0 references
    60H30
    0 references
    zbMATH DE Number
    5009979
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q3375397&oldid=27726089"
    Powered by MediaWiki