Calibration of implied volatility with American options (Q2886586)
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scientific article; zbMATH DE number 6041266
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Calibration of implied volatility with American options |
scientific article; zbMATH DE number 6041266 |
Statements
1 June 2012
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American option
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calibration
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implied volatility
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regularization
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Calibration of implied volatility with American options (English)
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0.8515873551368713
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0.842746913433075
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0.8180137276649475
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