Publisher
Springer International Publishing
Reference20 articles.
1. Achdou, Y., Pironneau, O.: Computational methods for option pricing. SIAM 30 (2005)
2. Black, F., Scholes, M.: The pricing of options and corporate liabilities. J. Polit. Econ. 61, 637–654 (1973)
3. Deng, Z.-C., Hon, Y.C., Isakov, V.: Recovery of the time-dependent volatility in option pricing model. Inverse Problems 32 (2016)
4. Deng, Z.-C., Yu, J.-N., Yang, L.: An inverse problem of determining the implied volatility in option pricing. J. Math. Appl. 34, 18–31 (2008)
5. Dupire, B.: Pricing with a smile. Risk 7(2), 16–20 (1994)
Cited by
3 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献