Entropy binomial tree method and calibration for the volatility smile (Q4991538)
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scientific article; zbMATH DE number 7354254
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English | Entropy binomial tree method and calibration for the volatility smile |
scientific article; zbMATH DE number 7354254 |
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Entropy binomial tree method and calibration for the volatility smile (English)
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3 June 2021
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entropy binomial tree
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volatility
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option pricing
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calibration
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nonlinear constrained optimization
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