Pages that link to "Item:Q935180"
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The following pages link to Identification of the local speed function in a Lévy model for option pricing (Q935180):
Displayed 3 items.
- Parameter identification in financial market models with a feasible point SQP algorithm (Q429503) (← links)
- Basket options valuation for a local volatility jump-diffusion model with the asymptotic expansion method (Q661267) (← links)
- Adjoint-based Monte Carlo calibration of financial methods (Q964678) (← links)