Pages that link to "Item:Q412709"

The following pages link to Convex regularization of local volatility models from option prices: convergence analysis and rates (Q412709):

Displaying 12 items.

• On the choice of the Tikhonov regularization parameter and the discretization level: a discrepancy-based strategy (Q254777) (← links)
• Regularization for the inverse problem of finding the purely time-dependent volatility (Q331596) (← links)
• A connection between uniqueness of minimizers in Tikhonov-type regularization and Morozov-like discrepancy principles (Q667787) (← links)
• Modeling and implementation of local volatility surfaces in Bayesian framework (Q1616807) (← links)
• How should a local regime-switching model be calibrated? (Q1655569) (← links)
• Data driven recovery of local volatility surfaces (Q2013860) (← 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)
• CONVEX REGULARIZATION OF LOCAL VOLATILITY ESTIMATION (Q2970321) (← links)
• Mathematical Modeling and Georeferenced Forecasting for the COVID-19 at the State of RS, Brazil (Q6177051) (← links)
• Minimal Kullback–Leibler Divergence for Constrained Lévy–Itô Processes (Q6202389) (← links)