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"Computation of the Unknown Time-Dependent Volatility of American Options ..."

Slavi G. Georgiev, Lubin G. Vulkov (2023)

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DOI: 10.1007/978-3-031-56208-2_19

access: closed

type: Conference or Workshop Paper

metadata version: 2024-06-18

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Slavi G. Georgiev, Lubin G. Vulkov:
Computation of the Unknown Time-Dependent Volatility of American Options from Integral Observations. LSSC 2023: 195-202

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