Ill-posedness versus ill-conditioning–an example from inverse option pricing (Q3497834): Difference between revisions

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+The inverse problem of option pricing
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+Uniqueness, stability and numerical methods for the inverse problem that arises in financial markets
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+Calibration of the Local Volatility in a Generalized Black--Scholes Model Using Tikhonov Regularization
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+On the nature of ill-posedness of an inverse problem arising in option pricing
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+A convergence rates result for Tikhonov regularization in Banach spaces with non-smooth operators
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+Tikhonov regularization applied to the inverse problem of option pricing: convergence analysis and rates
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+Calibrating volatility surfaces via relative-entropy minimization
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+Retrieving Lévy Processes from Option Prices: Regularization of an Ill-posed Inverse Problem
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+COMPUTATION OF LOCAL VOLATILITIES FROM REGULARIZED DUPIRE EQUATIONS
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+Identifying the volatility of underlying assets from option prices
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+On decoupling of volatility smile and term structure in inverse option pricing
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