Recover implied volatility of underlying asset from European option price (Q5191069): Difference between revisions

@@ Property / cites work @@
+The Pricing of Options and Corporate Liabilities
@@ Property / cites work: The Pricing of Options and Corporate Liabilities / 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 @@
+Tikhonov regularization applied to the inverse problem of option pricing: convergence analysis and rates
+Normal rank
@@ Property / cites work @@
+On decoupling of volatility smile and term structure in inverse option pricing
+Normal rank
@@ Property / cites work @@
+On the nature of ill-posedness of an inverse problem arising in option pricing
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@@ Property / full work available at URL @@
+https://doi.org/10.1515/jiip.2009.031
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@@ Property / OpenAlex ID @@
+W2123689170
@@ Property / OpenAlex ID: W2123689170 / rank @@
+Normal rank