An inverse European option problem in estimating the time-dependent volatility function with statistical analysis (Q4672782)
From MaRDI portal
| This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: An inverse European option problem in estimating the time-dependent volatility function with statistical analysis |
scientific article; zbMATH DE number 2164125
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An inverse European option problem in estimating the time-dependent volatility function with statistical analysis |
scientific article; zbMATH DE number 2164125 |
Statements
An inverse European option problem in estimating the time-dependent volatility function with statistical analysis (English)
0 references
3 May 2005
0 references
0 references
0 references