PDE-method-for-implied-volatility

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swMATH39045MaRDI QIDQ54745FDOQ54745

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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

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