Pages that link to "Item:Q4466444"

The following pages link to On the nature of ill-posedness of an inverse problem arising in option pricing (Q4466444):

Displaying 29 items.

• Regularization for the inverse problem of finding the purely time-dependent volatility (Q331596) (← links)
• 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 novel fractional Tikhonov regularization coupled with an improved super-memory gradient method and application to dynamic force identification problems (Q1720969) (← links)
• Convergence analysis of Tikhonov regularization for non-linear statistical inverse problems (Q2192321) (← links)
• Galerkin method with trigonometric basis on stable numerical differentiation (Q2287621) (← links)
• Simultaneous identification of volatility and interest rate functions -- a two-parameter regularization approach (Q2323025) (← 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)
• Recovery of the local volatility function using regularization and a gradient projection method (Q2514665) (← links)
• Iteratively regularized Landweber iteration method: convergence analysis via Hölder stability (Q2662578) (← 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)
• Regularization of linear ill-posed problems involving multiplication operators (Q5065529) (← 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)
• Calibration of the purely T-dependent Black–Scholes implied volatility (Q5417875) (← links)
• On the ill-posedness and regularization of third-kind integral equations (Q5421227) (← links)
• Gauss-Newton method for solving linear inverse problems with neural network coders (Q6049832) (← links)
• On some inverse problems for the Black-Scholes equation (Q6197727) (← links)