Recovering a Piecewise Constant Volatility from Perpetual Put Option Prices (Q4933193)
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scientific article; zbMATH DE number 5798760
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Recovering a Piecewise Constant Volatility from Perpetual Put Option Prices |
scientific article; zbMATH DE number 5798760 |
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Recovering a Piecewise Constant Volatility from Perpetual Put Option Prices (English)
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12 October 2010
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perpetual put option
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calibration of models
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piecewise constant volatility
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