Pages that link to "Item:Q2970321"
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The following pages link to CONVEX REGULARIZATION OF LOCAL VOLATILITY ESTIMATION (Q2970321):
Displaying 5 items.
- A connection between uniqueness of minimizers in Tikhonov-type regularization and Morozov-like discrepancy principles (Q667787) (← links)
- A splitting strategy for the calibration of jump-diffusion models (Q784736) (← links)
- Stable reconstruction of the volatility in a regime-switching local-volatility model (Q2175621) (← links)
- The calibration of stochastic local-volatility models: an inverse problem perspective (Q2204027) (← links)
- Simultaneous identification of volatility and interest rate functions -- a two-parameter regularization approach (Q2323025) (← links)
