Pages that link to "Item:Q2438347"
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The following pages link to Recovery of time dependent volatility coefficient by linearization (Q2438347):
Displaying 12 items.
- Algebraic resolution of equations of the Black-Scholes type with arbitrary time-dependent parameters (Q297689) (← links)
- Identifying the implied volatility using the total variation regularization (Q1633709) (← links)
- Fast reconstruction of time-dependent market volatility for European options (Q2027727) (← links)
- Recovery of the time-dependent implied volatility of time fractional Black-Scholes equation using linearization technique (Q2048231) (← links)
- The pricing of European options on two underlying assets with delays (Q2150159) (← links)
- Stable reconstruction of the volatility in a regime-switching local-volatility model (Q2175621) (← links)
- Algorithm for determining the volatility function in the Black-Scholes model (Q2300719) (← links)
- An inverse volatility problem of financial products linked with gold price (Q2321603) (← links)
- An ill-posed problem for the Black–Scholes equation for a profitable forecast of prices of stock options on real market data (Q2786446) (← links)
- Numerical Identification of Time-Dependent Volatility in European Options with Two-Stage Regime-Switching (Q5119108) (← links)
- On some inverse problems for the Black-Scholes equation (Q6197727) (← links)
- Pricing formula of lookback option in stochastic delay differential equation model (Q6650774) (← links)
