Pages that link to "Item:Q3497834"
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The following pages link to Ill-posedness versus ill-conditioning–an example from inverse option pricing (Q3497834):
Displayed 3 items.
- Recovery of the local volatility function using regularization and a gradient projection method (Q2514665) (← links)
- Some aspects of parameter identification in a mean reverting financial asset model with time-dependent volatility (Q3636735) (← links)
- Calibration of the purely T-dependent Black–Scholes implied volatility (Q5417875) (← links)