Pages that link to "Item:Q2879013"
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The following pages link to Non-parametric calibration of the local volatility surface for European options using a second-order Tikhonov regularization (Q2879013):
Displaying 4 items.
- Reconstruction of the time-dependent volatility function using the Black-Scholes model (Q1727049) (← links)
- Numerical techniques for determining implied volatility in option pricing (Q2104087) (← links)
- The calibration of volatility for option pricing models with jump diffusion processes (Q4622837) (← links)
- Bayesian uncertainty quantification of local volatility model (Q6108893) (← links)
