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Calibration of European option pricing model in uncertain environment: Valuation of uncertainty implied volatility

Jinwu Gao, Ruru Jia, Idin Noorani, Farshid Mehrdoust

2024Journal of Computational and Applied Mathematics14 citationsDOI

Topics & Concepts

Valuation of optionsBlack–Scholes modelImplied volatilityEconometricsVolatility (finance)Valuation (finance)Finite difference methods for option pricingVolatility smileMathematicsStochastic volatilityCall optionEconomicsFinanceFuzzy Systems and OptimizationStochastic processes and financial applicationsFinancial Risk and Volatility Modeling
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