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

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+The Pricing of Options and Corporate Liabilities
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+Normal rank
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+The inverse problem of option pricing
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+Normal rank
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+Uniqueness, stability and numerical methods for the inverse problem that arises in financial markets
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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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+On the nature of ill-posedness of an inverse problem arising in option pricing
+Normal rank