Reconstruction of local volatility for the binary option model (Q2520115)
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scientific article; zbMATH DE number 6662702
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| default for all languages | No label defined |
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| English | Reconstruction of local volatility for the binary option model |
scientific article; zbMATH DE number 6662702 |
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Reconstruction of local volatility for the binary option model (English)
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13 December 2016
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inverse problem
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binary option
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local volatility
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0.8408595323562622
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0.8404898643493652
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0.8128164410591125
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0.8109858632087708
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0.8089520931243896
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