Pages that link to "Item:Q4262623"
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The following pages link to Uniqueness, stability and numerical methods for the inverse problem that arises in financial markets (Q4262623):
Displaying 50 items.
- On the solvability of the inverse problem for determining the right-hand side of a degenerate parabolic equation with integral observation (Q268078) (← links)
- Error analysis of an HDG method for a distributed optimal control problem (Q298187) (← links)
- Regularization for the inverse problem of finding the purely time-dependent volatility (Q331596) (← links)
- Primal-dual active-set methods for large-scale optimization (Q493264) (← links)
- Uniqueness and stability of the minimizer for a binary functional arising in an inverse heat conduction problem (Q549781) (← links)
- A preconditioning technique for a class of PDE-constrained optimization problems (Q652568) (← links)
- A connection between uniqueness of minimizers in Tikhonov-type regularization and Morozov-like discrepancy principles (Q667787) (← links)
- The inverse volatility problem for American options (Q827510) (← links)
- Inverse problem of determining the absorption coefficient in a degenerate parabolic equation in the class \(L_{\infty}\) (Q830957) (← links)
- Exact solutions of a model for asset prices by K. Takaoka (Q853866) (← links)
- An inverse problem arisen in the zero-coupon bond pricing (Q974534) (← links)
- Controllability and hedgibility of Black-Scholes equations with \(N\) stocks (Q983690) (← links)
- Existence and uniqueness results for a semilinear Black-Scholes type equation (Q984569) (← links)
- Sequential quadratic programming method for volatility estimation in option pricing (Q1014041) (← links)
- Towards a generalization of Dupire's equation for several assets (Q1018345) (← links)
- Modeling and implementation of local volatility surfaces in Bayesian framework (Q1616807) (← links)
- Identifying the implied volatility using the total variation regularization (Q1633709) (← links)
- Inverse source problem for parabolic equation with the condition of integral observation in time (Q1654224) (← links)
- Calibration of stochastic volatility models: a Tikhonov regularization approach (Q1656762) (← links)
- Financial inverse problem and reconstruction of infinitely divisible distributions with Gaussian component (Q1761432) (← links)
- Estimation of local volatilities in a generalized Black-Scholes model (Q1765852) (← links)
- A perturbative approach for reconstructing diffusion coefficients (Q1827346) (← links)
- Recovery of local volatility for financial assets with mean-reverting price processes (Q2001544) (← links)
- Fast reconstruction of time-dependent market volatility for European options (Q2027727) (← links)
- The inverse problem of recovering the source function in a multidimensional nonuniformly parabolic equation (Q2090541) (← links)
- Parallel generalized Lagrange-Newton method for fully coupled solution of PDE-constrained optimization problems with bound-constraints (Q2106215) (← 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)
- Direct and inverse source problems for degenerate parabolic equations (Q2187938) (← links)
- Inverse problem of determining the absorption coefficient in a degenerate parabolic equation in the class of \(L_2\)-functions (Q2201209) (← links)
- An inverse volatility problem of financial products linked with gold price (Q2321603) (← links)
- Simultaneous identification of volatility and interest rate functions -- a two-parameter regularization approach (Q2323025) (← links)
- A continuous dependence result for ultraparabolic equations in option pricing (Q2381921) (← links)
- Inverse problem of determining the right-hand side in a degenerating parabolic equation with unbounded coefficients (Q2401108) (← links)
- On inverse problems for strongly degenerate parabolic equations under the integral observation condition (Q2420927) (← links)
- Recovery of time dependent volatility coefficient by linearization (Q2438347) (← links)
- Static versus dynamic hedges: an empirical comparison for barrier options (Q2466425) (← links)
- An inverse problem of determining the implied volatility in option pricing (Q2467746) (← links)
- Identifying the coefficient of first-order in parabolic equation from final measurement data (Q2483554) (← links)
- Some analysis of Tikhonov regularization for the inverse problem of option pricing in the price-dependent case (Q2492071) (← links)
- Recovery of the local volatility function using regularization and a gradient projection method (Q2514665) (← links)
- A penalty-based method from reconstructing smooth local volatility surface from American options (Q2514677) (← links)
- Reconstruction of local volatility for the binary option model (Q2520115) (← links)
- Reconstruction of local volatility surface from American options (Q2681231) (← links)
- Parameters identification for an inverse problem arising from a binary option using a Bayesian inference approach (Q2690099) (← links)
- Unique solvability of direct and inverse problems for degenerate parabolic equations in the multidimensional case (Q2699827) (← links)
- An ill-posed problem for the Black–Scholes equation for a profitable forecast of prices of stock options on real market data (Q2786446) (← links)
- Calibrating local volatility in inverse option pricing using the Levenberg–Marquardt method (Q2874459) (← links)
- Non-parametric calibration of the local volatility surface for European options using a second-order Tikhonov regularization (Q2879013) (← links)
- Ill-posedness versus ill-conditioning–an example from inverse option pricing (Q3497834) (← links)
