Pages that link to "Item:Q2709875"
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The following pages link to Identifying the volatility of underlying assets from option prices (Q2709875):
Displaying 12 items.
- Application of microlocal analysis to an inverse problem arising from financial markets (Q4687571) (← links)
- Numerical Study of Inverse Source Problem for Internal Degenerate Parabolic Equation (Q4987349) (← links)
- Identifying unknown source in degenerate parabolic equation from final observation (Q5152261) (← links)
- Convergence rates results for recovering the volatility term structure including at-the-money options (Q5191062) (← links)
- Inverse Problems of Determination of the Right-Hand Side Term in the Degenerate Higher-Order Parabolic Equation on a Plane (Q5274974) (← links)
- (Q5309191) (← links)
- Simultaneous determination of the drift and diffusion coefficients in stochastic differential equations (Q5368860) (← links)
- Calibration of the purely T-dependent Black–Scholes implied volatility (Q5417875) (← links)
- Recovering the local volatility in Black–Scholes model by numerical differentiation (Q5481697) (← links)
- Bayesian uncertainty quantification of local volatility model (Q6108893) (← links)
- Optimization method for a multi-parameters identification problem in degenerate parabolic equations (Q6192056) (← links)
- On some inverse problems for the Black-Scholes equation (Q6197727) (← links)
