Pages that link to "Item:Q2709875"
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The following pages link to Identifying the volatility of underlying assets from option prices (Q2709875):
Displaying 50 items.
- On the solvability of the inverse problem for determining the right-hand side of a degenerate parabolic equation with integral observation (Q268078) (← links)
- 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 of identifying the coefficient of parabolic equation (Q949981) (← links)
- An inverse problem arisen in the zero-coupon bond pricing (Q974534) (← links)
- Towards a generalization of Dupire's equation for several assets (Q1018345) (← 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)
- Existence, uniqueness and approximation of classical solutions to nonlinear two-point boundary value problems (Q1612616) (← links)
- Identifying the implied volatility using the total variation regularization (Q1633709) (← links)
- Inverse source problem for parabolic equation with the condition of integral observation in time (Q1654224) (← links)
- The adjoint method for the inverse problem of option pricing (Q1718099) (← links)
- Estimation of local volatilities in a generalized Black-Scholes model (Q1765852) (← links)
- Simultaneous identification of parameters and initial datum of reaction diffusion system by optimization method (Q1789556) (← links)
- Can time-homogeneous diffusions produce any distribution? (Q1950378) (← links)
- Solving the inverse problem of an SIS epidemic reaction-diffusion model by optimal control methods (Q2006224) (← links)
- Fast reconstruction of time-dependent market volatility for European options (Q2027727) (← links)
- An inverse problem of reconstructing option drift rate from market observation data (Q2126775) (← links)
- Drift coefficient inversion problem of Kolmogorov-type equation (Q2144833) (← 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)
- Simultaneous identification of two time independent coefficients in a nonlinear phase field system (Q2251581) (← links)
- Time homogeneous diffusion with drift and killing to meet a given marginal (Q2258833) (← links)
- Numerical simulation for an inverse source problem in a degenerate parabolic equation (Q2285915) (← links)
- An inverse problem of determining the shape of rotating body by temperature measurements (Q2295879) (← 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)
- Inverse problem of determining the right-hand side in a degenerating parabolic equation with unbounded coefficients (Q2401108) (← links)
- On inverse problems for strongly degenerate parabolic equations under the integral observation condition (Q2420927) (← links)
- Simultaneous identification of two parameters on the reaction diffusion system from discrete measurement data (Q2448445) (← links)
- An inverse problem of determining the implied volatility in option pricing (Q2467746) (← links)
- Identifying the coefficient of first-order in parabolic equation from final measurement data (Q2483554) (← links)
- Some analysis of Tikhonov regularization for the inverse problem of option pricing in the price-dependent case (Q2492071) (← links)
- Solving an inverse parabolic problem by optimization from final measurement data (Q2493930) (← links)
- Recovery of the local volatility function using regularization and a gradient projection method (Q2514665) (← links)
- Reconstruction of local volatility for the binary option model (Q2520115) (← links)
- Reconstruction of local volatility surface from American options (Q2681231) (← links)
- The homotopy method for identifying the radiative source term in the heat conduction problem (Q2805615) (← links)
- Non-parametric calibration of the local volatility surface for European options using a second-order Tikhonov regularization (Q2879013) (← links)
- VOLATILITY SMILE BY MULTILEVEL LEAST SQUARE (Q3022068) (← links)
- Arbitrage-free smoothing of the implied volatility surface (Q3404099) (← links)
- Ill-posedness versus ill-conditioning–an example from inverse option pricing (Q3497834) (← links)
- A new well-posed algorithm to recover implied local volatility (Q4647290) (← links)
- An inverse European option problem in estimating the time-dependent volatility function with statistical analysis (Q4672782) (← links)
- Application of microlocal analysis to an inverse problem arising from financial markets (Q4687571) (← links)
- Numerical Study of Inverse Source Problem for Internal Degenerate Parabolic Equation (Q4987349) (← links)
