Calibration of European option pricing model in uncertain environment: valuation of uncertainty implied volatility (Q6567311)
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scientific article; zbMATH DE number 7876198
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Calibration of European option pricing model in uncertain environment: valuation of uncertainty implied volatility |
scientific article; zbMATH DE number 7876198 |
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Calibration of European option pricing model in uncertain environment: valuation of uncertainty implied volatility (English)
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4 July 2024
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calibration
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implied volatility
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option pricing
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uncertainty theory
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