Pages that link to "Item:Q5700149"
From MaRDI portal
The following pages link to Numerical Procedure for Calibration of Volatility with American Options (Q5700149):
Displayed 5 items.
- On the calibration of local jump-diffusion asset price models (Q484208) (← links)
- Data driven recovery of local volatility surfaces (Q2013860) (← links)
- Error estimates for backward Euler finite element approximations of American call option valuation (Q2206646) (← links)
- Sharp error estimate for implicit finite element scheme for American put option (Q2313312) (← links)
- Wavelet compression of anisotropic integrodifferential operators on sparse tensor product spaces (Q3551497) (← links)