An inverse finance problem for estimation of the volatility (Q2838796)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An inverse finance problem for estimation of the volatility |
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An inverse finance problem for estimation of the volatility (English)
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3 July 2013
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Black-Scholes model
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jump-diffusion model
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inverse problem
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market volatility
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Tikhonov regularization
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