Pages that link to "Item:Q2104087"
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The following pages link to Numerical techniques for determining implied volatility in option pricing (Q2104087):
Displaying 5 items.
- An implementation of Bouchouev's method for a short time calibration of option pricing models (Q1417057) (← links)
- Fast reconstruction of time-dependent market volatility for European options (Q2027727) (← links)
- Recovery of time-dependent volatility in option pricing model (Q2835442) (← links)
- An inverse finance problem for estimation of the volatility (Q2838796) (← links)
- Estimation of option's volatility based on particle swarm optimization algorithm (Q3175550) (← links)