Recovery of time dependent volatility coefficient by linearization (Q2438347): Difference between revisions

@@ Property / author @@
-Victor Isakov
@@ Property / author: Victor Isakov / rank @@
-Normal rank
@@ Property / author @@
+Victor Isakov
@@ Property / author: Victor Isakov / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W2962962531
@@ Property / OpenAlex ID: W2962962531 / rank @@
+Normal rank
@@ Property / arXiv ID @@
+.4781
@@ Property / arXiv ID: 1307.4781 / rank @@
+Normal rank
@@ Property / cites work @@
+Calibrating volatility surfaces via relative-entropy minimization
+Normal rank
@@ Property / cites work @@
+An inverse parabolic problem arising in finance
@@ Property / cites work: An inverse parabolic problem arising in finance / rank @@
+Normal rank
@@ Property / cites work @@
+Asymptotics and calibration of local volatility models
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@@ 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 @@
+Recovery of volatility coefficient by linearization
+Normal rank
@@ 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 @@
+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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+Q5520962
@@ Property / cites work: Q5520962 / rank @@
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+Q4794126
@@ Property / cites work: Q4794126 / rank @@
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@@ Property / cites work @@
+Q4692430
@@ Property / cites work: Q4692430 / rank @@
+Normal rank
@@ Property / cites work @@
+Inverse parabolic problems with the final overdetermination
+Normal rank
@@ Property / cites work @@
+Inverse problems for partial differential equations
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:2438347