Regularization for the inverse problem of finding the purely time-dependent volatility (Q331596): Difference between revisions

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+Q3760936
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+The inverse problem of option pricing
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+Uniqueness, stability and numerical methods for the inverse problem that arises in financial markets
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+Recovery of volatility coefficient by linearization
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+Calibration of the Local Volatility in a Generalized Black--Scholes Model Using Tikhonov Regularization
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+Convex regularization of local volatility models from option prices: convergence analysis and rates
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+An inverse problem of determining the implied volatility in option pricing
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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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+A new approach to convergence rate analysis of Tikhonov regularization for parameter identification in heat conduction
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+Some analysis of Tikhonov regularization for the inverse problem of option pricing in the price-dependent case
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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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+Modulus of continuity of Nemytskii operators with application to the problem of option pricing
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+Q4349551
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+Identifying the volatility of underlying assets from option prices
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+Recover implied volatility of underlying asset from European option price
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+Q5504848
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+Calibration of the purely T-dependent Black–Scholes implied volatility
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+A computational scheme for uncertain volatility model in option pricing
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