Recovery of volatility coefficient by linearization (Q4646787)
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scientific article; zbMATH DE number 7001530
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Recovery of volatility coefficient by linearization |
scientific article; zbMATH DE number 7001530 |
Statements
Recovery of volatility coefficient by linearization (English)
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14 January 2019
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option market prices
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reconstruction of asset price
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linearization
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