An inverse problem of determining the implied volatility in option pricing (Q2467746): Difference between revisions

@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.jmaa.2007.07.075
+Normal rank
@@ Property / OpenAlex ID @@
+W2055803569
@@ Property / OpenAlex ID: W2055803569 / rank @@
+Normal rank
@@ Property / cites work @@
+The Pricing of Options and Corporate Liabilities
@@ Property / cites work: The Pricing of Options and Corporate Liabilities / rank @@
+Normal rank
@@ Property / cites work @@
+The inverse problem of option pricing
@@ Property / cites work: The inverse problem of option pricing / rank @@
+Normal rank
@@ Property / cites work @@
+Solving an inverse parabolic problem by optimization from final measurement data
+Normal rank
@@ Property / cites work @@
+Option pricing: A simplified approach
@@ Property / cites work: Option pricing: A simplified approach / rank @@
+Normal rank
@@ Property / cites work @@
+Q5520962
@@ Property / cites work: Q5520962 / rank @@
+Normal rank
@@ Property / cites work @@
+A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options
+Normal rank
@@ Property / cites work @@
+Q4794126
@@ Property / cites work: Q4794126 / rank @@
+Normal rank
@@ Property / cites work @@
+Uniqueness, stability and numerical methods for the inverse problem that arises in financial markets
+Normal rank
@@ Property / cites work @@
+Identifying the volatility of underlying assets from option prices
+Normal rank
@@ Property / cites work @@
+Option pricing when underlying stock returns are discontinuous
+Normal rank
@@ Property / cites work @@
+On an optimal control problem
@@ Property / cites work: On an optimal control problem / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal control problems for semilinear non-well-posed parabolic differential equations
+Normal rank