Pages that link to "Item:Q4541541"
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The following pages link to Calibrating volatility surfaces via relative-entropy minimization (Q4541541):
Displayed 7 items.
- Inversion of option prices for implied risk-neutral probability density functions: general theory and its applications to the natural gas market (Q5745649) (← links)
- Calibration of local‐stochastic volatility models by optimal transport (Q6054403) (← links)
- In memoriam: Marco Avellaneda (1955–2022) (Q6054441) (← links)
- Bayesian uncertainty quantification of local volatility model (Q6108893) (← links)
- Implied volatility smoothing at COVID-19 times (Q6134304) (← links)
- On some inverse problems for the Black-Scholes equation (Q6197727) (← links)
- Minimal Kullback–Leibler Divergence for Constrained Lévy–Itô Processes (Q6202389) (← links)