On local regularization for an inverse problem of option pricing (Q548392): Difference between revisions

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+The Pricing of Options and Corporate Liabilities
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+Tikhonov regularization applied to the inverse problem of option pricing: convergence analysis and rates
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+On decoupling of volatility smile and term structure in inverse option pricing
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+On the nature of ill-posedness of an inverse problem arising in option pricing
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+On Maximum Entropy Regularization for a Specific Inverse Problem of Option Pricing
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+An inverse problem of determining the implied volatility in option pricing
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+Identifying the volatility of underlying assets from option prices
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+Q4349551
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+Full convergence of sequential local regularization methods for Volterra inverse problems
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