Pages that link to "Item:Q2300719"
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The following pages link to Algorithm for determining the volatility function in the Black-Scholes model (Q2300719):
Displaying 8 items.
- Solving coefficient inverse problems for nonlinear singularly perturbed equations of the reaction-diffusion-advection type with data on the position of a reaction front (Q2025557) (← links)
- Fast reconstruction of time-dependent market volatility for European options (Q2027727) (← links)
- CPU-time and RAM memory optimization for solving dynamic inverse problems using gradient-based approach (Q2129260) (← links)
- Features of numerical reconstruction of a boundary condition in an inverse problem for a reaction-diffusion-advection equation with data on the position of a reaction front (Q2131367) (← links)
- Numerical simulation of front dynamics in a nonlinear singularly perturbed reaction-diffusion problem (Q2141591) (← links)
- Турбулентность и модель мультипликативного каскада волатильности (Q5141845) (← links)
- On some inverse problems for the Black-Scholes equation (Q6197727) (← links)
- On the features of numerical solution of coefficient inverse problems for nonlinear equations of the reaction-diffusion-advection type with data of various types (Q6203225) (← links)
