List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| The adjoint method for the inverse problem of option pricing Mathematical Problems in Engineering | 2019-02-08 | Paper |
| Calibration of the volatility in option pricing using the total variation regularization Journal of Applied Mathematics | 2019-02-01 | Paper |
| The total variation model for determining the implied volatility in option pricing | 2014-03-03 | Paper |
| The total variation regularization method for determining implied volatility | 2013-01-24 | Paper |
Research outcomes over time
This page was built for person: Shou-Lei Wang
