The inverse volatility problem for American options (Q827510)

From MaRDI portal
scientific article
Language Label Description Also known as
English
The inverse volatility problem for American options
scientific article

    Statements

    The inverse volatility problem for American options (English)
    0 references
    0 references
    12 January 2021
    0 references
    inverse volatility
    0 references
    American options
    0 references
    convex functional
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references