Index of function inversion

DOI10.1007/S11182-010-9406-1zbMATH Open1203.91325OpenAlexW2031546657MaRDI QIDQ619396FDOQ619396

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

• The pricing of options and corporate liabilities
• Title not available (Why is that?)
• Approximate inversion of the Black-Scholes formula using rational functions
• The inverse problem of option pricing
• On decoupling of volatility smile and term structure in inverse option pricing
• Title not available (Why is that?)
• Maturity cycles in implied volatility
• An implementation of Bouchouev's method for a short time calibration of option pricing models

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