Pages that link to "Item:Q1727049"
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The following pages link to Reconstruction of the time-dependent volatility function using the Black-Scholes model (Q1727049):
Displaying 4 items.
- Fast reconstruction of time-dependent market volatility for European options (Q2027727) (← links)
- Recovery of the time-dependent implied volatility of time fractional Black-Scholes equation using linearization technique (Q2048231) (← links)
- Numerical techniques for determining implied volatility in option pricing (Q2104087) (← links)
- Robust and accurate construction of the local volatility surface using the Black-Scholes equation (Q2145459) (← links)
