Pages that link to "Item:Q5486430"

The following pages link to On decoupling of volatility smile and term structure in inverse option pricing (Q5486430):

Displaying 25 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 the calibration of local jump-diffusion asset price models (Q484208) (← links)
• On local regularization for an inverse problem of option pricing (Q548392) (← links)
• Index of function inversion (Q619396) (← links)
• Conservation law of strike price and inversion of the Black-Scholes formula (Q946558) (← links)
• Towards a generalization of Dupire's equation for several assets (Q1018345) (← links)
• Modeling and implementation of local volatility surfaces in Bayesian framework (Q1616807) (← links)
• Recovery of the time-dependent implied volatility of time fractional Black-Scholes equation using linearization technique (Q2048231) (← links)
• Algorithm for determining the volatility function in the Black-Scholes model (Q2300719) (← links)
• Simultaneous identification of volatility and interest rate functions -- a two-parameter regularization approach (Q2323025) (← links)
• Recovery of time dependent volatility coefficient by linearization (Q2438347) (← links)
• Recovery of the local volatility function using regularization and a gradient projection method (Q2514665) (← links)
• Reconstruction of local volatility for the binary option model (Q2520115) (← links)
• Calibrating local volatility in inverse option pricing using the Levenberg–Marquardt method (Q2874459) (← links)
• Ill-posedness versus ill-conditioning–an example from inverse option pricing (Q3497834) (← links)
• Some aspects of parameter identification in a mean reverting financial asset model with time-dependent volatility (Q3636735) (← links)
• (Q4442576) (← links)
• Approximate Hedging in a Local Volatility Model with Proportional Transaction Costs (Q4586034) (← links)
• Application of microlocal analysis to an inverse problem arising from financial markets (Q4687571) (← links)
• On implied volatility recovery of a time-fractional Black-Scholes equation for double barrier options (Q5164907) (← 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)
• Calibration of the purely T-dependent Black–Scholes implied volatility (Q5417875) (← links)
• Total variation regularization analysis for inverse volatility option pricing problem (Q6581411) (← links)