Index of function inversion (Q619396): Difference between revisions

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+MaRDI publication profile
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+https://doi.org/10.1007/s11182-010-9406-1
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+W2031546657
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@@ Property / cites work @@
+The Pricing of Options and Corporate Liabilities
@@ Property / cites work: The Pricing of Options and Corporate Liabilities / rank @@
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+Maturity cycles in implied volatility
@@ Property / cites work: Maturity cycles in implied volatility / rank @@
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+Approximate inversion of the Black-Scholes formula using rational functions
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+The inverse problem of option pricing
@@ Property / cites work: The inverse problem of option pricing / rank @@
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+An implementation of Bouchouev's method for a short time calibration of option pricing models
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@@ Property / cites work @@
+Q5436599
@@ Property / cites work: Q5436599 / rank @@
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@@ Property / cites work @@
+On decoupling of volatility smile and term structure in inverse option pricing
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+Q4794126
@@ Property / cites work: Q4794126 / rank @@
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@@ links / mardi / name / links / mardi / name @@
+Publication:619396