Pages that link to "Item:Q3400794"
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The following pages link to Calibration of local volatility using the local and implied instantaneous variance (Q3400794):
Displayed 3 items.
- Parameter identification in financial market models with a feasible point SQP algorithm (Q429503) (← links)
- Non-parametric calibration of the local volatility surface for European options using a second-order Tikhonov regularization (Q2879013) (← links)
- REDUCED-ORDER MODELS FOR THE IMPLIED VARIANCE UNDER LOCAL VOLATILITY (Q2939925) (← links)