Pages that link to "Item:Q2467746"
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The following pages link to An inverse problem of determining the implied volatility in option pricing (Q2467746):
Displayed 29 items.
- Regularization for the inverse problem of finding the purely time-dependent volatility (Q331596) (← links)
- On local regularization for an inverse problem of option pricing (Q548392) (← links)
- Uniqueness and stability of the minimizer for a binary functional arising in an inverse heat conduction problem (Q549781) (← links)
- An inverse problem of identifying the coefficient of first-order in a degenerate parabolic equation (Q550104) (← links)
- Inverse problem for the reaction diffusion system by optimization method (Q614460) (← links)
- An inverse problem arisen in the zero-coupon bond pricing (Q974534) (← links)
- Identifying the radiative coefficient of heat conduction equations from discrete measurement data (Q1021870) (← links)
- Optimization method for the inverse problem of reconstructing the source term in a parabolic equation (Q1037793) (← links)
- Identifying the radiative coefficient of an evolutional type heat conduction equation by optimization method (Q1039464) (← links)
- An inverse problem of identifying the coefficient in a nonlinear parabolic equation (Q1044501) (← links)
- Identifying the implied volatility using the total variation regularization (Q1633709) (← links)
- The adjoint method for the inverse problem of option pricing (Q1718099) (← links)
- Simultaneous identification of parameters and initial datum of reaction diffusion system by optimization method (Q1789556) (← links)
- A neural network-based framework for financial model calibration (Q2022121) (← 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)
- Numerical techniques for determining implied volatility in option pricing (Q2104087) (← links)
- Uniqueness for an inverse source problem in degenerate parabolic equations (Q2173792) (← links)
- Stable reconstruction of the volatility in a regime-switching local-volatility model (Q2175621) (← links)
- An optimal control method for nonlinear inverse diffusion coefficient problem (Q2251575) (← links)
- Parameter identification by optimization method for a pollution problem in porous media (Q2313147) (← links)
- An inverse volatility problem of financial products linked with gold price (Q2321603) (← links)
- Recovery of time dependent volatility coefficient by linearization (Q2438347) (← links)
- Simultaneous identification of two parameters on the reaction diffusion system from discrete measurement data (Q2448445) (← links)
- Reconstruction of local volatility surface from American options (Q2681231) (← links)
- An inverse finance problem for estimating volatility in American option pricing under jump-diffusion dynamics (Q5212568) (← links)
- Simultaneous determination of the drift and diffusion coefficients in stochastic differential equations (Q5368860) (← links)
- Calibration of the purely T-dependent Black–Scholes implied volatility (Q5417875) (← links)
- Optimization method for a multi-parameters identification problem in degenerate parabolic equations (Q6192056) (← links)
