A linearization-based solution to an inverse problem in financial markets (Q2372047)
From MaRDI portal
| This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: A linearization-based solution to an inverse problem in financial markets |
scientific article; zbMATH DE number 5170434
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A linearization-based solution to an inverse problem in financial markets |
scientific article; zbMATH DE number 5170434 |
Statements
A linearization-based solution to an inverse problem in financial markets (English)
0 references
10 July 2007
0 references
option pricing
0 references
volatility
0 references
linearization
0 references
inverse problems
0 references
0.8254300951957703
0 references
0.811322808265686
0 references
0.808452844619751
0 references
0.8015471696853638
0 references