Pages that link to "Item:Q4647290"
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The following pages link to A new well-posed algorithm to recover implied local volatility (Q4647290):
Displayed 30 items.
- On the solvability of the inverse problem for determining the right-hand side of a degenerate parabolic equation with integral observation (Q268078) (← links)
- Uniqueness and stability of the minimizer for a binary functional arising in an inverse heat conduction problem (Q549781) (← links)
- An inverse problem of identifying the coefficient of first-order in a degenerate parabolic equation (Q550104) (← links)
- An inverse problem of identifying the coefficient of parabolic equation (Q949981) (← links)
- An inverse problem arisen in the zero-coupon bond pricing (Q974534) (← links)
- Identifying the radiative coefficient of an evolutional type heat conduction equation by optimization method (Q1039464) (← links)
- An inverse problem of identifying the coefficient in a nonlinear parabolic equation (Q1044501) (← links)
- Identifying the implied volatility using the total variation regularization (Q1633709) (← links)
- Inverse source problem for parabolic equation with the condition of integral observation in time (Q1654224) (← links)
- How should a local regime-switching model be calibrated? (Q1655569) (← links)
- Calibration of stochastic volatility models: a Tikhonov regularization approach (Q1656762) (← links)
- Recovery of local volatility for financial assets with mean-reverting price processes (Q2001544) (← links)
- Recovery of the time-dependent implied volatility of time fractional Black-Scholes equation using linearization technique (Q2048231) (← links)
- Numerical techniques for determining implied volatility in option pricing (Q2104087) (← links)
- An inverse problem of reconstructing option drift rate from market observation data (Q2126775) (← links)
- Drift coefficient inversion problem of Kolmogorov-type equation (Q2144833) (← links)
- An optimal control method for nonlinear inverse diffusion coefficient problem (Q2251575) (← links)
- Simultaneous identification of two time independent coefficients in a nonlinear phase field system (Q2251581) (← links)
- Numerical simulation for an inverse source problem in a degenerate parabolic equation (Q2285915) (← links)
- An inverse problem of determining the shape of rotating body by temperature measurements (Q2295879) (← links)
- An inverse volatility problem of financial products linked with gold price (Q2321603) (← links)
- Inverse problem of determining the right-hand side in a degenerating parabolic equation with unbounded coefficients (Q2401108) (← links)
- On inverse problems for strongly degenerate parabolic equations under the integral observation condition (Q2420927) (← links)
- Identifying the coefficient of first-order in parabolic equation from final measurement data (Q2483554) (← links)
- Solving an inverse parabolic problem by optimization from final measurement data (Q2493930) (← links)
- Recovery of the local volatility function using regularization and a gradient projection method (Q2514665) (← links)
- A penalty-based method from reconstructing smooth local volatility surface from American options (Q2514677) (← links)
- Option pricing with Weyl–Titchmarsh theory (Q4610252) (← links)
- On implied volatility recovery of a time-fractional Black-Scholes equation for double barrier options (Q5164907) (← links)
- Optimization method for a multi-parameters identification problem in degenerate parabolic equations (Q6192056) (← links)