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"Computation of the unknown volatility from integral option price ..."

Slavi G. Georgiev, Lubin G. Vulkov (2021)

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DOI: 10.1016/J.MATCOM.2021.05.008

access: closed

type: Journal Article

metadata version: 2021-07-13

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Slavi G. Georgiev, Lubin G. Vulkov:
Computation of the unknown volatility from integral option price observations in jump-diffusion models. Math. Comput. Simul. 188: 591-608 (2021)

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