On implied volatility recovery of a time-fractional Black-Scholes equation for double barrier options (Q5164907)
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scientific article; zbMATH DE number 7426399
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| English | On implied volatility recovery of a time-fractional Black-Scholes equation for double barrier options |
scientific article; zbMATH DE number 7426399 |
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On implied volatility recovery of a time-fractional Black-Scholes equation for double barrier options (English)
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15 November 2021
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time-fractional partial differential equation
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reconstruct volatility
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Fredholm integral equation
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uniqueness
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0.9229301
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0.9159563
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0.9086609
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0.8894981
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0.88117623
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0.8778289
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0.87684584
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0.87352645
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0.8719882
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