Recovering the local volatility in Black–Scholes model by numerical differentiation (Q5481697): Difference between revisions

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+https://doi.org/10.1080/00036810500475025
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+W1993164026
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+Q58246746
@@ Property / Wikidata QID: Q58246746 / rank @@
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@@ Property / cites work @@
+The inverse problem of option pricing
@@ Property / cites work: The inverse problem of option pricing / rank @@
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@@ Property / cites work @@
+Uniqueness, stability and numerical methods for the inverse problem that arises in financial markets
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+Identifying the volatility of underlying assets from option prices
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+Numerical differentiation for two-dimensional scattered data
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+Reconstruction of numerical derivatives from scattered noisy data
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