We are interested in the numerical scheme for the estimation of the volatility of a given price process S t , which in the Black-Sholes paradigm is supposed to follow the Itô type stochastic differential equation.
One platform for all researcher needs
AI-powered academic writing assistant
Your #1 AI companion for literature search
AI tool for graphics, illustrations, and artwork
Unlock unlimited use of all AI tools with the Editage Plus membership.
Explore Editage PlusPublished in last 50 years