Calibration of the temporally varying volatility and interest rate functions (Q5072033)
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scientific article; zbMATH DE number 7513125
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| English | Calibration of the temporally varying volatility and interest rate functions |
scientific article; zbMATH DE number 7513125 |
Statements
Calibration of the temporally varying volatility and interest rate functions (English)
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25 April 2022
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Black-Scholes equation
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volatility
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interest rate
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calibration
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option price
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0.7631602883338928
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0.7621724009513855
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0.756299614906311
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0.7505431175231934
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0.7500989437103271
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