Pages that link to "Item:Q935180"
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The following pages link to Identification of the local speed function in a Lévy model for option pricing (Q935180):
Displaying 7 items.
- Parameter identification in financial market models with a feasible point SQP algorithm (Q429503) (← links)
- On the calibration of local jump-diffusion asset price models (Q484208) (← links)
- Basket options valuation for a local volatility jump-diffusion model with the asymptotic expansion method (Q661267) (← links)
- A splitting strategy for the calibration of jump-diffusion models (Q784736) (← links)
- Adjoint-based Monte Carlo calibration of financial methods (Q964678) (← links)
- Computation of the unknown volatility from integral option price observations in jump-diffusion models (Q2664823) (← links)
- Stabilisation of hybrid stochastic systems with Lévy noise by discrete-time feedback control (Q5027408) (← links)
