An inverse finance problem for estimating volatility in American option pricing under jump-diffusion dynamics
Work
Year: 2019
Type: article
Source: Journal of mathematical modeling
Authors Abdolsadeh Neisy, Mandana Bidarvand
Institution Allameh Tabataba'i University
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Related to: 20
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Subfield: Finance
Domain: Social Sciences
Sustainable Development Goal Partnerships for the goals
Open Access status: closed