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Computational recovery of time-dependent volatility from integral observations in option pricing.

Slavi G. GeorgievLubin G. Vulkov
Published in: J. Comput. Sci. (2020)
Keyphrases
  • option pricing
  • stock price
  • stock market
  • non stationary
  • historical data
  • black scholes model
  • stock exchange
  • capital budgeting
  • financial markets
  • black scholes
  • financial time series