Recovery of volatility coefficient by linearization (Q4646787): Difference between revisions

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+Calibrating volatility surfaces via relative-entropy minimization
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+An inverse parabolic problem arising in finance
@@ Property / cites work: An inverse parabolic problem arising in finance / rank @@
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+The inverse problem of option pricing
@@ Property / cites work: The inverse problem of option pricing / rank @@
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+Uniqueness, stability and numerical methods for the inverse problem that arises in financial markets
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+The Pricing of Options and Corporate Liabilities
@@ Property / cites work: The Pricing of Options and Corporate Liabilities / rank @@
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+Q5520962
@@ Property / cites work: Q5520962 / rank @@
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+Q4794126
@@ Property / cites work: Q4794126 / rank @@
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+Q4692430
@@ Property / cites work: Q4692430 / rank @@
+Normal rank