The inverse volatility problem for European options (Q5409191)
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scientific article; zbMATH DE number 6283644
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | The inverse volatility problem for European options |
scientific article; zbMATH DE number 6283644 |
Statements
14 April 2014
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inverse volatility
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European option
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Dupire equation
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convex functional
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0.9504128098487854
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0.8445186614990234
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0.8184780478477478
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0.8125235438346863
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