VOLATILITY SMILE BY MULTILEVEL LEAST SQUARE (Q3022068): Difference between revisions

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+Calibrating volatility surfaces via relative-entropy minimization
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+Volatility estimation from observed option prices
@@ Property / cites work: Volatility estimation from observed option prices / rank @@
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+Behaviour of the free boundary in electromagnetic shaping when the surface tension vanishes
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+Feasible direction interior-point technique for nonlinear optimization
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+Identifying the volatility of underlying assets from option prices
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+Time Discretization of Parabolic Problems by the HP-Version of the Discontinuous Galerkin Finite Element Method
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+https://doi.org/10.1142/s0219024902001602
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+W2046463176
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+Publication:3022068