On some inverse problems for the Black-Scholes equation (Q6197727): Difference between revisions

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+The Pricing of Options and Corporate Liabilities
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+Uniqueness, stability and numerical methods for the inverse problem that arises in financial markets
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+An inverse parabolic problem arising in finance
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+On Maximum Entropy Regularization for a Specific Inverse Problem of Option Pricing
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+Simultaneous identification of volatility and interest rate functions -- a two-parameter regularization approach
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+The adjoint method for the inverse problem of option pricing
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+Reconstructing local volatility using total variation
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+On the nature of ill-posedness of an inverse problem arising in option pricing
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+Calibrating local volatility in inverse option pricing using the Levenberg–Marquardt method
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+Calibration of the Local Volatility in a Generalized Black--Scholes Model Using Tikhonov Regularization
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+Identifying the implied volatility using the total variation regularization
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+A splitting strategy for the calibration of jump-diffusion models
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