Recovery of the time-dependent implied volatility of time fractional Black-Scholes equation using linearization technique
type: Item
instance of: scholarly article
title: Recovery of the time-dependent implied volatility of time fractional Black-Scholes equation using linearization technique
zbMATH Open document ID: 1470.35432
author: Sajad Iqbal
author: Yujie Wei
publication date: 2021-08-05T00:00:00Z
Mathematics Subject Classification ID: 35R30
Mathematics Subject Classification ID: 35R11
Mathematics Subject Classification ID: 35R25
Mathematics Subject Classification ID: 35Q91
zbMATH DE Number: 7379129
zbMATH Keywords: linearization
zbMATH Keywords: regularization
zbMATH Keywords: Volterra integral equation
zbMATH Keywords: implied volatility
zbMATH Keywords: \(L_1\)-FDIA scheme
describes a project that uses: mlf
describes a project that uses: Mittag-Leffler
MaRDI profile type: Publication
full work available at URL: jiip-2020-0105
OpenAlex ID: W3123407107
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DOI: 10.1515/JIIP-2020-0105
published in: Journal of Inverse and Ill-posed Problems
description: scientific article; zbMATH DE number 7379129