Recovery of the time-dependent implied volatility of time fractional Black-Scholes equation using linearization technique (Q2048231)
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scientific article; zbMATH DE number 7379129
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Recovery of the time-dependent implied volatility of time fractional Black-Scholes equation using linearization technique |
scientific article; zbMATH DE number 7379129 |
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Recovery of the time-dependent implied volatility of time fractional Black-Scholes equation using linearization technique (English)
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5 August 2021
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linearization
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regularization
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Volterra integral equation
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implied volatility
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\(L_1\)-FDIA scheme
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