Pages that link to "Item:Q4466444"
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The following pages link to On the nature of ill-posedness of an inverse problem arising in option pricing (Q4466444):
Displayed 18 items.
- Convex regularization of local volatility models from option prices: convergence analysis and rates (Q412709) (← links)
- On local regularization for an inverse problem of option pricing (Q548392) (← links)
- Stable numerical differentiation for the second order derivatives (Q609545) (← links)
- An inverse problem arisen in the zero-coupon bond pricing (Q974534) (← links)
- Towards a generalization of Dupire's equation for several assets (Q1018345) (← links)
- A new result in the singular value asymptotics of integration operators with weights (Q2389592) (← 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)
- Calibrating local volatility in inverse option pricing using the Levenberg–Marquardt method (Q2874459) (← links)
- Modified Landweber Iteration in Banach Spaces—Convergence and Convergence Rates (Q3068651) (← links)
- Ill-posedness versus ill-conditioning–an example from inverse option pricing (Q3497834) (← links)
- Modulus of continuity of Nemytskii operators with application to the problem of option pricing (Q3529873) (← links)
- Some aspects of parameter identification in a mean reverting financial asset model with time-dependent volatility (Q3636735) (← links)
- Convergence rates results for recovering the volatility term structure including at-the-money options (Q5191062) (← links)
- Recover implied volatility of underlying asset from European option price (Q5191069) (← links)
- On the Laplacian operation with applications in magnetic resonance electrical impedance imaging (Q5300394) (← links)
- Analytical and numerical studies on the influence of multiplication operators for the ill-posedness of inverse problems (Q5316234) (← links)
- On the ill-posedness and regularization of third-kind integral equations (Q5421227) (← links)