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

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