Calibration of the purely T-dependent Black–Scholes implied volatility (Q5417875)
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scientific article; zbMATH DE number 6297954
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Calibration of the purely T-dependent Black–Scholes implied volatility |
scientific article; zbMATH DE number 6297954 |
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Calibration of the purely T-dependent Black–Scholes implied volatility (English)
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22 May 2014
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calibration
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volatility
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ill-posed
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regularization
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