Fast reconstruction of time-dependent market volatility for European options (Q2027727)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Fast reconstruction of time-dependent market volatility for European options |
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Fast reconstruction of time-dependent market volatility for European options (English)
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28 May 2021
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Black-Scholes equation
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implied volatility
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inverse problem
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market observations
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finite difference scheme
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