The inverse volatility problem for American options
type: Item
instance of: scholarly article
title: The inverse volatility problem for American options
zbMATH Open document ID: 1455.35301
author: N. E. Zubov
published in: Discrete and Continuous Dynamical Systems. Series S
publication date: 2021-01-12T00:00:00Z
Mathematics Subject Classification ID: 35R30
Mathematics Subject Classification ID: 35K10
Mathematics Subject Classification ID: 35Q91
Mathematics Subject Classification ID: 65N21
Mathematics Subject Classification ID: 91G50
zbMATH DE Number: 7293002
zbMATH Keywords: inverse volatility
zbMATH Keywords: American options
zbMATH Keywords: convex functional
MaRDI profile type: Publication
full work available at URL: dcdss.2020235
OpenAlex ID: W2552308003
Wikidata QID: Q126316311
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DOI: 10.3934/DCDSS.2020235
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description: scientific article; zbMATH DE number 7293002