Inverse volatility problem for currency options
نویسندگان
چکیده
In transactions associated with future-oriented financial instruments, such as options, a huge amount of data is available buried inside which the market's best guess to what future holds. We consider here possibility extracting foreign exchange volatility information from option aid new computational inverse algorithm using minimization convex functional.
 See also https://ejde.math.txstate.edu/special/02/k1/abstr.html
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ژورنال
عنوان ژورنال: Electronic Journal of Differential Equations
سال: 2023
ISSN: ['1072-6691']
DOI: https://doi.org/10.58997/ejde.sp.02.k1