What is it about?
This article is about the reconstruction of implied volatility which is an important factor in mathematical finance to guess the ups and downs of the pricing market.
Featured Image
Why is it important?
This important due to the fact that it explains the study of implied volatility and its behavior on the pricing market.
Read the Original
This page is a summary of: Recovery of the time-dependent implied volatility of time fractional Black–Scholes equation using linearization technique, Journal of Inverse and Ill-Posed Problems, January 2021, De Gruyter,
DOI: 10.1515/jiip-2020-0105.
You can read the full text:
Contributors
The following have contributed to this page
