The problem of determining equity volatility from a knowledge of American option prices for a range of exercise (strike) prices and expirations is solved by minimization of a convex functional.

中文翻译：

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美式期权的逆波动率问题

通过最小化凸函数可以解决从一系列期权（行使价）和到期日的美国期权价格知识中确定股票波动性的问题。