Pages that link to "Item:Q3427465"
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The following pages link to Retrieving Lévy Processes from Option Prices: Regularization of an Ill-posed Inverse Problem (Q3427465):
Displayed 15 items.
- Characteristic functions and option valuation in a Markov chain market (Q651452) (← links)
- Spectral estimation of the fractional order of a Lévy process (Q847639) (← links)
- Spectral calibration of exponential Lévy models (Q881412) (← links)
- Identification of the local speed function in a Lévy model for option pricing (Q935180) (← links)
- Methods for the rapid solution of the pricing PIDEs in exponential and Merton models (Q952085) (← links)
- Subordination, self-similarity, and option pricing (Q1009413) (← links)
- Lévy density estimation via information projection onto wavelet subspaces (Q1957156) (← links)
- Nonparametric inference for discretely sampled Lévy processes (Q2428954) (← links)
- On convergence to the exponential utility problem (Q2464849) (← links)
- An Introduction to Particle Methods with Financial Applications (Q2917424) (← links)
- CONSTANT PROPORTION PORTFOLIO INSURANCE IN THE PRESENCE OF JUMPS IN ASSET PRICES (Q3393977) (← links)
- Ill-posedness versus ill-conditioning–an example from inverse option pricing (Q3497834) (← links)
- Nonparametric estimation of the characteristic triplet of a discretely observed Lévy process (Q3619662) (← links)
- Some aspects of parameter identification in a mean reverting financial asset model with time-dependent volatility (Q3636735) (← links)
- A multivariate Lévy process model with linear correlation (Q3645200) (← links)