Essays about: "heat black scholes"
Found 1 essay containing the words heat black scholes.
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1. Inverse Parameter Estimation using Hamilton-Jacobi Equations
University essay from KTH/Numerisk analys, NAAbstract : Inthis degree project, a solution on a coarse grid is recovered by fitting apartial differential equation to a few known data points. The PDE to consideris the heat equation and the Dupire’s equation with their synthetic data,including synthetic data from the Black-Scholes formula. READ MORE
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