Pages that link to "Item:Q4675934"
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The following pages link to COMPUTATION OF LOCAL VOLATILITIES FROM REGULARIZED DUPIRE EQUATIONS (Q4675934):
Displayed 3 items.
- Sequential quadratic programming method for volatility estimation in option pricing (Q1014041) (← links)
- Modeling and implementation of local volatility surfaces in Bayesian framework (Q1616807) (← links)
- Ill-posedness versus ill-conditioning–an example from inverse option pricing (Q3497834) (← links)