Pages that link to "Item:Q4363858"
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The following pages link to The inverse problem of option pricing (Q4363858):
Displaying 5 items.
- 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)
- Inversion of option prices for implied risk-neutral probability density functions: general theory and its applications to the natural gas market (Q5745649) (← links)
- Do option markets correctly price the probabilities of movement of the underlying asset? (Q5939359) (← links)
- Total variation regularization analysis for inverse volatility option pricing problem (Q6581411) (← links)