Data driven recovery of local volatility surfaces (Q2013860): Difference between revisions

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+Computational Methods for Option Pricing
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+Numerical Procedure for Calibration of Volatility with American Options
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+The Pricing of Options and Corporate Liabilities
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+Volatility estimation from observed option prices
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+The tangential cone condition for the iterative calibration of local volatility surfaces
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+Tikhonov regularization applied to the inverse problem of option pricing: convergence analysis and rates
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+Q4895893
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