Index of function inversion

DOI10.1007/S11182-010-9406-1MaRDI QIDQ619396zbMATH OpenOpenAlexFDO

Authors N. B. Sukhomlin

Publication date 24 January 2011

Published in Russian Physics Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11182-010-9406-1

zbMATH Keywords

volatilityBlack-Scholes modelinverse functioninversion of functions

Mathematics Subject Classification ID

Financial applications of other theories (91G80)

Cites work

• scientific article; zbMATH DE number 1869203 (Why is no real title available?)
• scientific article; zbMATH DE number 5227619 (Why is no real title available?)
• An implementation of Bouchouev's method for a short time calibration of option pricing models
• Approximate inversion of the Black-Scholes formula using rational functions
• Maturity cycles in implied volatility
• On decoupling of volatility smile and term structure in inverse option pricing
• The inverse problem of option pricing
• The pricing of options and corporate liabilities

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