Pages that link to "Item:Q2048231"
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The following pages link to Recovery of the time-dependent implied volatility of time fractional Black-Scholes equation using linearization technique (Q2048231):
Displaying 4 items.
- Reconstruction of the time-dependent volatility function using the Black-Scholes model (Q1727049) (← links)
- Recovery of time-dependent volatility in option pricing model (Q2835442) (← links)
- On implied volatility recovery of a time-fractional Black-Scholes equation for double barrier options (Q5164907) (← links)
- Robust and accurate reconstruction of the time-dependent continuous volatility from option prices (Q6576417) (← links)