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Journal Articles Optimization and Engineering Year : 2021

An inverse Black–Scholes problem

Nizar Riane
  • Function : Author
Claire David
  • Function : Author
  • PersonId : 1262788
  • IdHAL : cldavid
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hal-04132099 , version 1 (18-06-2023)

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Nizar Riane, Claire David. An inverse Black–Scholes problem. Optimization and Engineering, 2021, 22 (4), pp.2183-2204. ⟨10.1007/s11081-020-09588-7⟩. ⟨hal-04132099⟩
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