Calibrating local volatility in inverse option pricing using the Levenberg–Marquardt method (Q2874459)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Calibrating local volatility in inverse option pricing using the Levenberg–Marquardt method |
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Calibrating local volatility in inverse option pricing using the Levenberg–Marquardt method (English)
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30 January 2014
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inverse problems
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option pricing
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calibrating volatility
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parameter identification
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stochastic PDE
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