Pages that link to "Item:Q449296"

The following pages link to The regularized implied local volatility equations -- a new model to recover the volatility of underlying asset from observed market option price (Q449296):

Displayed 3 items.

• Calibration of stochastic volatility models: a Tikhonov regularization approach (Q1656762) ‎ (← links)
• An inverse problem of reconstructing option drift rate from market observation data (Q2126775) ‎ (← links)
• Entropy binomial tree method and calibration for the volatility smile (Q4991538) ‎ (← links)