Kolmogorov equations arising in finance: direct and inverse problems (Q5447271)
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scientific article; zbMATH DE number 5245169
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| English | Kolmogorov equations arising in finance: direct and inverse problems |
scientific article; zbMATH DE number 5245169 |
Statements
6 March 2008
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arbitrage valuation
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model calibration
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estimation of stochastic processes
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0.8206067085266113
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0.7903805375099182
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0.7882261276245117
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