Computation of the unknown volatility from integral option price observations in jump-diffusion models (Q2664823)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Computation of the unknown volatility from integral option price observations in jump-diffusion models |
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Computation of the unknown volatility from integral option price observations in jump-diffusion models (English)
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18 November 2021
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jump-diffusion model
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implied volatility
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time-dependent inverse problem
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integral observation
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finite difference scheme
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