Pages that link to "Item:Q1714637"
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The following pages link to Calibration of the volatility in option pricing using the total variation regularization (Q1714637):
Displaying 3 items.
- Identifying the implied volatility using the total variation regularization (Q1633709) (← links)
- Fast reconstruction of time-dependent market volatility for European options (Q2027727) (← links)
- Robust and accurate construction of the local volatility surface using the Black-Scholes equation (Q2145459) (← links)
