Inverse problems in Black-Scholes
: option price forecasting with locally reconstructed volatility

  • J. Wolf

Student thesis: Master

Abstract

Date of Award30 Nov 2015
Original languageEnglish
SupervisorI.S. (Sorin) Pop (Supervisor 1), Michiel E. Hochstenbach (Supervisor 2), Jan H.M. ten Thije Boonkkamp (Supervisor 2) & Christian Rohde (External coach)

Cite this

Inverse problems in Black-Scholes: option price forecasting with locally reconstructed volatility
Wolf, J. (Author). 30 Nov 2015

Student thesis: Master