Pages that link to "Item:Q2879013"

The following pages link to Non-parametric calibration of the local volatility surface for European options using a second-order Tikhonov regularization (Q2879013):

Displayed 2 items.

• Reconstruction of the time-dependent volatility function using the Black-Scholes model (Q1727049) ‎ (← links)
• The calibration of volatility for option pricing models with jump diffusion processes (Q4622837) ‎ (← links)