Entropy binomial tree method and calibration for the volatility smile (Q4991538)
From MaRDI portal
scientific article; zbMATH DE number 7354254
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Entropy binomial tree method and calibration for the volatility smile |
scientific article; zbMATH DE number 7354254 |
Statements
Entropy binomial tree method and calibration for the volatility smile (English)
0 references
3 June 2021
0 references
entropy binomial tree
0 references
volatility
0 references
option pricing
0 references
calibration
0 references
nonlinear constrained optimization
0 references
0 references
0 references
0 references
