Pages that link to "Item:Q4622837"
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The following pages link to The calibration of volatility for option pricing models with jump diffusion processes (Q4622837):
Displayed 4 items.
- Fast reconstruction of time-dependent market volatility for European options (Q2027727) (← links)
- Robust and accurate construction of the local volatility surface using the Black-Scholes equation (Q2145459) (← links)
- Pricing vulnerable option under jump-diffusion model with incomplete information (Q2296524) (← links)
- Computation of the unknown volatility from integral option price observations in jump-diffusion models (Q2664823) (← links)