Recovery of time-dependent volatility in option pricing model (Q2835442)
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scientific article; zbMATH DE number 6659330
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| English | Recovery of time-dependent volatility in option pricing model |
scientific article; zbMATH DE number 6659330 |
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Recovery of time-dependent volatility in option pricing model (English)
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2 December 2016
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inverse parabolic problem
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inverse option pricing
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numerical integral equations
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0.8946325182914734
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0.8857190608978271
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0.8331945538520813
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