Pages that link to "Item:Q4675934"

The following pages link to COMPUTATION OF LOCAL VOLATILITIES FROM REGULARIZED DUPIRE EQUATIONS (Q4675934):

Displayed 2 items.

• Sequential quadratic programming method for volatility estimation in option pricing (Q1014041) ‎ (← links)
• Ill-posedness versus ill-conditioning–an example from inverse option pricing (Q3497834) ‎ (← links)