PDE-method-for-implied-volatility

MaRDI QIDQ54745swMATHFDO

Official website https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3264356

Source code repository https://github.com/maticivan/PDE-method-for-implied-volatility

Described by source

• A PDE method for estimation of implied volatility

This page was built for software: PDE-method-for-implied-volatility