Ill-posedness versus ill-conditioning–an example from inverse option pricing (Q3497834): Difference between revisions

@@ Property / full work available at URL @@
+https://doi.org/10.1080/00036810802032136
+Normal rank
@@ Property / OpenAlex ID @@
+W2010103157
@@ Property / OpenAlex ID: W2010103157 / 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 @@
+Uniqueness, stability and numerical methods for the inverse problem that arises in financial markets
+Normal rank
@@ Property / cites work @@
+Calibration of the Local Volatility in a Generalized Black--Scholes Model Using Tikhonov Regularization
+Normal rank
@@ Property / cites work @@
+On the nature of ill-posedness of an inverse problem arising in option pricing
+Normal rank
@@ Property / cites work @@
+A convergence rates result for Tikhonov regularization in Banach spaces with non-smooth operators
+Normal rank
@@ Property / cites work @@
+Tikhonov regularization applied to the inverse problem of option pricing: convergence analysis and rates
+Normal rank
@@ Property / cites work @@
+Calibrating volatility surfaces via relative-entropy minimization
+Normal rank
@@ Property / cites work @@
+Retrieving Lévy Processes from Option Prices: Regularization of an Ill-posed Inverse Problem
+Normal rank
@@ Property / cites work @@
+COMPUTATION OF LOCAL VOLATILITIES FROM REGULARIZED DUPIRE EQUATIONS
+Normal rank
@@ Property / cites work @@
+Identifying the volatility of underlying assets from option prices
+Normal rank
@@ Property / cites work @@
+On decoupling of volatility smile and term structure in inverse option pricing
+Normal rank