The total variation regularization method for determining implied volatility (Q4901931)
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scientific article; zbMATH DE number 6130338
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| default for all languages | No label defined |
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| English | The total variation regularization method for determining implied volatility |
scientific article; zbMATH DE number 6130338 |
Statements
24 January 2013
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European call options
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implied volatility
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Black-Scholes equation
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total variation regularization
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Tikhonov regularization
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0.9136560559272766
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0.8806532025337219
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0.8797668218612671
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0.8046541810035706
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0.797519862651825
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