Pages that link to "Item:Q2027727"
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The following pages link to Fast reconstruction of time-dependent market volatility for European options (Q2027727):
Displaying 4 items.
- Reconstruction of the time-dependent volatility function using the Black-Scholes model (Q1727049) (← links)
- Recovery of time dependent volatility coefficient by linearization (Q2438347) (← links)
- Fast and realistic European ARCH option pricing and hedging (Q5397413) (← links)
- Robust and accurate reconstruction of the time-dependent continuous volatility from option prices (Q6576417) (← links)