An inverse Black–Scholes problem - Sorbonne Université
Journal Articles Optimization and Engineering Year : 2021

An inverse Black–Scholes problem

Nizar Riane
  • Function : Author
Claire David
  • Function : Author
  • PersonId : 1262788
  • IdHAL : cldavid
Laboratoire Jacques-Louis Lions
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Mathematics [math]

Claire David  : Connect in order to contact the contributor

https://hal.sorbonne-universite.fr/hal-04132099

Submitted on : Sunday, June 18, 2023-1:39:51 PM

Last modification on : Wednesday, October 30, 2024-1:33:11 PM

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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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