An inverse European option problem in estimating the time-dependent volatility function with statistical analysis (Q4672782): Difference between revisions

From MaRDI portal
Importer (talk | contribs)
Created a new Item
 
ReferenceBot (talk | contribs)
Changed an Item
 
(4 intermediate revisions by 4 users not shown)
Property / describes a project that uses
 
Property / describes a project that uses: IMSL Numerical Libraries / rank
 
Normal rank
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1080/00207720512331338111 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2067029238 / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Pricing of Options and Corporate Liabilities / rank
 
Normal rank
Property / cites work
 
Property / cites work: The inverse problem of option pricing / rank
 
Normal rank
Property / cites work
 
Property / cites work: Uniqueness, stability and numerical methods for the inverse problem that arises in financial markets / rank
 
Normal rank
Property / cites work
 
Property / cites work: Identifying the volatility of underlying assets from option prices / rank
 
Normal rank
Property / cites work
 
Property / cites work: Investigation of regularization parameters and error estimating in inverse elasticity problems / rank
 
Normal rank
Property / cites work
 
Property / cites work: An Algorithm for Least-Squares Estimation of Nonlinear Parameters / rank
 
Normal rank
links / mardi / namelinks / mardi / name
 

Latest revision as of 09:46, 10 June 2024

scientific article; zbMATH DE number 2164125
Language Label Description Also known as
English
An inverse European option problem in estimating the time-dependent volatility function with statistical analysis
scientific article; zbMATH DE number 2164125

    Statements

    Identifiers