Computation of the implied discount rate and volatility for an overdefined system using stochastic optimization (Q5382702)
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scientific article; zbMATH DE number 7067529
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Computation of the implied discount rate and volatility for an overdefined system using stochastic optimization |
scientific article; zbMATH DE number 7067529 |
Statements
Computation of the implied discount rate and volatility for an overdefined system using stochastic optimization (English)
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18 June 2019
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implied volatility
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optimization
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risk-free rate
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