Identifying the volatility of underlying assets from option prices
Author:
Publisher
IOP Publishing
Subject
Applied Mathematics,Computer Science Applications,Mathematical Physics,Signal Processing,Theoretical Computer Science
Link
https://iopscience.iop.org/article/10.1088/0266-5611/17/1/311/pdf
Reference14 articles.
1. The inverse problem of option pricing
2. Uniqueness, stability and numerical methods for the inverse problem that arises in financial markets
3. Implied Trinomial Tress of the Volatility Smile
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