Pages that link to "Item:Q4548071"
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The following pages link to Calibrating a Diffusion Pricing Model with Uncertain Volatility: Regularization and Stability (Q4548071):
Displayed 5 items.
- Calibration of stochastic volatility models: a Tikhonov regularization approach (Q1656762) (← links)
- CONVEX REGULARIZATION OF LOCAL VOLATILITY ESTIMATION (Q2970321) (← links)
- Some aspects of parameter identification in a mean reverting financial asset model with time-dependent volatility (Q3636735) (← links)
- Multiasset Derivatives and Joint Distributions of Asset Prices (Q4561945) (← links)
- In memoriam: Marco Avellaneda (1955–2022) (Q6054441) (← links)