Volatility calibration with American options (Q2503207)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Volatility calibration with American options |
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Volatility calibration with American options (English)
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14 September 2006
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American options, variational inequalities, calibration of volatility, inverse prob- lems, optimality conditions, finite element methods, automatic differentiation
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