Calibration of the purely \(t\)-dependent Black-Scholes implied volatility (Q5417875)
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scientific article; zbMATH DE number 6297954
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| default for all languages | No label defined |
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| English | Calibration of the purely \(t\)-dependent Black-Scholes implied volatility |
scientific article; zbMATH DE number 6297954 |
Statements
Calibration of the purely T-dependent Black–Scholes implied volatility (English)
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22 May 2014
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calibration
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volatility
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ill-posed
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regularization
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0.8181937336921692
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0.8164168000221252
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0.7991803884506226
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0.7867380380630493
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