Abstract
In transactions associated with future-oriented financial instruments, such as options, a huge amount of data is available buried inside of which is the market's best guess as to what the future holds. We consider here the possibility of extracting future foreign exchange volatility information from foreign exchange option data with the aid of a new computational inverse algorithm using minimization of a convex functional.
 See also https://ejde.math.txstate.edu/special/02/k1/abstr.html
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