Algorithm for Determining the Volatility Function in the Black–Scholes Model
Crossref DOI link: https://doi.org/10.1134/S0965542519100099
Published Online: 2019-10-30
Published Print: 2019-10
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Isakov, V. M.
Kabanikhin, S. I.
Shananin, A. A.
Shishlenin, M. A.
Zhang, S.
Text and Data Mining valid from 2019-10-01
Version of Record valid from 2019-10-01
Article History
Received: 21 April 2019
Revised: 10 June 2019
Accepted: 10 June 2019
First Online: 30 October 2019