Calibration of European option pricing model in uncertain environment: valuation of uncertainty implied volatility (Q6567311)
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scientific article; zbMATH DE number 7876198
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| English | Calibration of European option pricing model in uncertain environment: valuation of uncertainty implied volatility |
scientific article; zbMATH DE number 7876198 |
Statements
Calibration of European option pricing model in uncertain environment: valuation of uncertainty implied volatility (English)
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4 July 2024
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calibration
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implied volatility
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option pricing
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uncertainty theory
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0.8463646173477173
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0.806269109249115
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0.778985321521759
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0.7708120942115784
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