Estimation of local volatilities in a generalized Black-Scholes model (Q1765852): Difference between revisions

@@ Property / author @@
-Yong-Hoon Kwon
@@ Property / author: Yong-Hoon Kwon / rank @@
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@@ Property / author @@
+Yong-Hoon Kwon
@@ Property / author: Yong-Hoon Kwon / rank @@
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+https://doi.org/10.1016/j.amc.2004.02.001
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+W1982883904
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@@ Property / cites work @@
+Equivalent Norms for Sobolev Spaces
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+Estimation techniques for distributed parameter systems
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+The Pricing of Options and Corporate Liabilities
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+The inverse problem of option pricing
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+Q4794126
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+Far Field Boundary Conditions for Black--Scholes Equations
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+Identifying the volatility of underlying assets from option prices
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+Q5287558
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+Q4100478
@@ Property / cites work: Q4100478 / rank @@
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+Publication:1765852