The inverse problem of option pricing
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Publication:4363858
DOI10.1088/0266-5611/13/5/001zbMath0894.90014OpenAlexW2059862231MaRDI QIDQ4363858
Publication date: 14 December 1997
Published in: Inverse Problems (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/02dfa928f86ea5e907c8910d7070269a58505a2c
Inverse problems for PDEs (35R30) Financial applications of other theories (91G80) Derivative securities (option pricing, hedging, etc.) (91G20)
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