Bayesian Inference Approach to Inverse Problems in a Financial Mathematical Model
2019
This paper investigates an inverse problem of option pricing in the extended Black–Scholes model. We identify the model coefficients from the measured data and attempt to find arbitrage opportuniti...
Keywords:
- Correction
- Source
- Cite
- Save
- Machine Reading By IdeaReader
0
References
0
Citations
NaN
KQI