Pages that link to "Item:Q4807847"
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The following pages link to Calibration of the local volatility in a trinomial tree using Tikhonov regularization (Q4807847):
Displayed 6 items.
- An inverse problem arisen in the zero-coupon bond pricing (Q974534) (← links)
- Sequential quadratic programming method for volatility estimation in option pricing (Q1014041) (← links)
- Identifying the coefficient of first-order in parabolic equation from final measurement data (Q2483554) (← links)
- Arbitrage-free smoothing of the implied volatility surface (Q3404099) (← links)
- ADAPTIVE FINITE ELEMENT METHODS FOR LOCAL VOLATILITY EUROPEAN OPTION PRICING (Q4653566) (← links)
- COMPUTATION OF LOCAL VOLATILITIES FROM REGULARIZED DUPIRE EQUATIONS (Q4675934) (← links)