An inverse volatility problem of financial products linked with gold price (Q2321603)
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scientific article; zbMATH DE number 7097846
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| English | An inverse volatility problem of financial products linked with gold price |
scientific article; zbMATH DE number 7097846 |
Statements
An inverse volatility problem of financial products linked with gold price (English)
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23 August 2019
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inverse volatility problem
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optimal control
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existence
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necessary condition
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uniqueness
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numerical results
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0.8578611612319946
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0.8153899908065796
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0.7880222797393799
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0.774259090423584
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