An inverse finance problem for estimation of the volatility (Q2838796)
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scientific article; zbMATH DE number 6183604
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | An inverse finance problem for estimation of the volatility |
scientific article; zbMATH DE number 6183604 |
Statements
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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0.8720715641975403
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0.8317233920097351
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0.8055741190910339
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0.8048063516616821
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0.8024706244468689
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