Computational recovery of time-dependent volatility from integral observations in option pricing
Year: 2019
Type: article
Source: Journal of Computational Science
Authors: Slavi G. Georgiev, Lubin G. Vulkov
Institution: Angel Kanchev University of Ruse
Language: English
Subfield: Finance
Domain: Social Sciences
Open Access status: closed
Funder: Bulgarian National Science Fund
OpenAlex ID: W2990725892