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Reconstruction of the Time-Dependent Volatility Function Using the Black–Scholes Model
Jin, Yuzi, Wang, Jian, Kim, Sangkwon, Heo, Youngjin, Yoo, Changwoo, Kim, Youngrock, Kim, Junseok, Jeong, DaraeVolume:
2018
Année:
2018
Langue:
english
Journal:
Discrete Dynamics in Nature and Society
DOI:
10.1155/2018/3093708
Fichier:
PDF, 2.33 MB
english, 2018