Pages that link to "Item:Q2835442"

The following pages link to Recovery of time-dependent volatility in option pricing model (Q2835442):

Displaying 11 items.

• Reconstruction of the time-dependent volatility function using the Black-Scholes model (Q1727049) (← 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)
• Algorithm for determining the volatility function in the Black-Scholes model (Q2300719) (← links)
• Reconstruction of local volatility surface from American options (Q2681231) (← links)
• Numerical Identification of Time-Dependent Volatility in European Options with Two-Stage Regime-Switching (Q5119108) (← links)
• On implied volatility recovery of a time-fractional Black-Scholes equation for double barrier options (Q5164907) (← links)
• Generalized heat diffusion equations with variable coefficients and their fractalization from the Black-Scholes equation (Q6055340) (← links)
• Optimization method for a multi-parameters identification problem in degenerate parabolic equations (Q6192056) (← links)