Pages that link to "Item:Q5481697"
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The following pages link to Recovering the local volatility in Black–Scholes model by numerical differentiation (Q5481697):
Displaying 7 items.
- On nonlinear ill-posed inverse problems with applications to pricing of defaultable bonds and option pricing (Q1042946) (← links)
- A Hermite extension method for numerical differentiation (Q2227652) (← links)
- Numerical differentiation by a Fourier extension method with super-order regularization (Q2335513) (← links)
- A numerical differentiation method based on Legendre expansion with super order Tikhonov regularization (Q2662615) (← links)
- An FFT method for the numerical differentiation (Q2698147) (← links)
- Numerical differentiation and its applications (Q3445858) (← links)
- Numerical differentiation for two-dimensional functions by a Fourier extension method (Q4991440) (← links)
