An inverse Black-Scholes problem
type: Item
instance of: scholarly article
title: An inverse Black-Scholes problem
zbMATH Open document ID: 1489.37115
author: Nizar Riane
author: Claire David
published in: Optimization and Engineering
publication date: 2022-01-20T00:00:00Z
Mathematics Subject Classification ID: 37N40
Mathematics Subject Classification ID: 91G20
zbMATH DE Number: 7460633
zbMATH Keywords: Black-Scholes equation
zbMATH Keywords: fractal differential equations
zbMATH Keywords: option pricing
MaRDI profile type: Publication
full work available at URL: s11081-020-09588-7
OpenAlex ID: W3119129124
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cites work: Applied functional analysis. Applications to mathematical physics. Vol. 1
DOI: 10.1007/S11081-020-09588-7
description: scientific article; zbMATH DE number 7460633