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Fast reconstruction of time-dependent market volatility for European options

Published Online: 2021-01-27

Published Print: 2021-02

Authors

Georgiev, Slavi G. https://orcid.org/0000-0001-9826-9603
Vulkov, Lubin G.
Funding

Funding for this research was provided by:

Bulgarian National Science Fund (DN 12/4)
License Information

Text and Data Mining valid from 2021-01-27

Version of Record valid from 2021-01-27
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Article History

Received: 8 June 2020

Revised: 15 December 2020

Accepted: 9 January 2021

First Online: 27 January 2021

Document is current