Pages that link to "Item:Q2874459"

The following pages link to Calibrating local volatility in inverse option pricing using the Levenberg–Marquardt method (Q2874459):

Displaying 2 items.

• Algorithm for determining the volatility function in the Black-Scholes model (Q2300719) (← links)
• On some inverse problems for the Black-Scholes equation (Q6197727) (← links)