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Recovery of volatility coefficient by linearization - MaRDI portal

Recovery of volatility coefficient by linearization (Q4646787)

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scientific article; zbMATH DE number 7001530
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English
Recovery of volatility coefficient by linearization
scientific article; zbMATH DE number 7001530

    Statements

    title
    Recovery of volatility coefficient by linearization (English)
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    author
    Ilia Bouchouev
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    Victor Isakov
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    Nicolas P. Valdivia
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    publication date
    14 January 2019
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    zbMATH Keywords
    option market prices
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    reconstruction of asset price
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    linearization
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    Identifiers

    zbMATH DE Number
    7001530
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    OpenAlex ID
    W2126853883
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