Calibration of European option pricing model in uncertain environment: valuation of uncertainty implied volatility
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Publication:6567311
DOI10.1016/J.CAM.2024.115890zbMATH Open1545.91304MaRDI QIDQ6567311
Farshid Mehrdoust, Author name not available (Why is that?), Jinwu Gao, Idin Noorani
Publication date: 4 July 2024
Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)
Stationary stochastic processes (60G10) Derivative securities (option pricing, hedging, etc.) (91G20)
Cites Work
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