Pages that link to "Item:Q2467746"

The following pages link to An inverse problem of determining the implied volatility in option pricing (Q2467746):

Displaying 29 items.

• Regularization for the inverse problem of finding the purely time-dependent volatility (Q331596) (← links)
• On local regularization for an inverse problem of option pricing (Q548392) (← links)
• Uniqueness and stability of the minimizer for a binary functional arising in an inverse heat conduction problem (Q549781) (← links)
• An inverse problem of identifying the coefficient of first-order in a degenerate parabolic equation (Q550104) (← links)
• Inverse problem for the reaction diffusion system by optimization method (Q614460) (← links)
• An inverse problem arisen in the zero-coupon bond pricing (Q974534) (← links)
• Identifying the radiative coefficient of heat conduction equations from discrete measurement data (Q1021870) (← links)
• Optimization method for the inverse problem of reconstructing the source term in a parabolic equation (Q1037793) (← links)
• Identifying the radiative coefficient of an evolutional type heat conduction equation by optimization method (Q1039464) (← links)
• An inverse problem of identifying the coefficient in a nonlinear parabolic equation (Q1044501) (← links)
• Identifying the implied volatility using the total variation regularization (Q1633709) (← links)
• The adjoint method for the inverse problem of option pricing (Q1718099) (← links)
• Simultaneous identification of parameters and initial datum of reaction diffusion system by optimization method (Q1789556) (← links)
• A neural network-based framework for financial model calibration (Q2022121) (← links)
• 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)
• Uniqueness for an inverse source problem in degenerate parabolic equations (Q2173792) (← links)
• Stable reconstruction of the volatility in a regime-switching local-volatility model (Q2175621) (← links)
• An optimal control method for nonlinear inverse diffusion coefficient problem (Q2251575) (← links)
• Parameter identification by optimization method for a pollution problem in porous media (Q2313147) (← links)
• An inverse volatility problem of financial products linked with gold price (Q2321603) (← links)
• Recovery of time dependent volatility coefficient by linearization (Q2438347) (← links)
• Simultaneous identification of two parameters on the reaction diffusion system from discrete measurement data (Q2448445) (← links)
• Reconstruction of local volatility surface from American options (Q2681231) (← links)
• An inverse finance problem for estimating volatility in American option pricing under jump-diffusion dynamics (Q5212568) (← links)
• Simultaneous determination of the drift and diffusion coefficients in stochastic differential equations (Q5368860) (← links)
• Calibration of the purely T-dependent Black–Scholes implied volatility (Q5417875) (← links)
• Optimization method for a multi-parameters identification problem in degenerate parabolic equations (Q6192056) (← links)