The inverse volatility problem for American options (Q827510)
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scientific article; zbMATH DE number 7293002
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The inverse volatility problem for American options |
scientific article; zbMATH DE number 7293002 |
Statements
The inverse volatility problem for American options (English)
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12 January 2021
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inverse volatility
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American options
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convex functional
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0.93451715
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0.92376786
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0.91386247
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0.89291227
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0.8884268
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0.88730186
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0.88575405
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