An inverse European option problem in estimating the time-dependent volatility function with statistical analysis (Q4672782): Difference between revisions
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| Property / cites work: The Pricing of Options and Corporate Liabilities / rank | |||
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| Property / cites work: The inverse problem of option pricing / rank | |||
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| Property / cites work: Uniqueness, stability and numerical methods for the inverse problem that arises in financial markets / rank | |||
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| Property / cites work: Identifying the volatility of underlying assets from option prices / rank | |||
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| Property / cites work: Investigation of regularization parameters and error estimating in inverse elasticity problems / rank | |||
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| Property / cites work: An Algorithm for Least-Squares Estimation of Nonlinear Parameters / rank | |||
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Latest revision as of 10:46, 10 June 2024
scientific article; zbMATH DE number 2164125
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An inverse European option problem in estimating the time-dependent volatility function with statistical analysis |
scientific article; zbMATH DE number 2164125 |
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An inverse European option problem in estimating the time-dependent volatility function with statistical analysis (English)
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3 May 2005
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