On implied volatility recovery of a time-fractional Black-Scholes equation for double barrier options (Q5164907)
From MaRDI portal
scientific article; zbMATH DE number 7426399
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On implied volatility recovery of a time-fractional Black-Scholes equation for double barrier options |
scientific article; zbMATH DE number 7426399 |
Statements
On implied volatility recovery of a time-fractional Black-Scholes equation for double barrier options (English)
0 references
15 November 2021
0 references
time-fractional partial differential equation
0 references
reconstruct volatility
0 references
Fredholm integral equation
0 references
uniqueness
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
