A parametrized barycentric approximation for inverse problems with application to the Black–Scholes formula (Q4555961)
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scientific article; zbMATH DE number 6983837
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A parametrized barycentric approximation for inverse problems with application to the Black–Scholes formula |
scientific article; zbMATH DE number 6983837 |
Statements
A parametrized barycentric approximation for inverse problems with application to the Black–Scholes formula (English)
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23 November 2018
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implied volatility
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Black-Scholes
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inverse function
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analytical approximation
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rational functions
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barycentric form
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parametrized model
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