The following pages link to An inverse Black-Scholes problem (Q2069122):
Displaying 8 items.
- An ill-posed problem for the Black-Scholes equation for a profitable forecast of prices of stock options on real market data (Q2786446) (← links)
- An inverse finance problem for estimation of the volatility (Q2838796) (← links)
- Existence of optimal parameters for the Black-Scholes option pricing model (Q2914848) (← links)
- The inverse problem of option pricing (Q4363858) (← links)
- Application of microlocal analysis to an inverse problem arising from financial markets (Q4687571) (← links)
- Solution of ill-posed problems on sets of functions convex along all lines parallel to coordinate axes (Q5443575) (← links)
- Parameter identification problem for a parabolic equation – application to the Black–Scholes option pricing model (Q5745504) (← links)
- Parameter estimation for time-fractional Black-Scholes equation with S\&P 500 index option (Q6145561) (← links)
