Pages that link to "Item:Q2126775"
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The following pages link to An inverse problem of reconstructing option drift rate from market observation data (Q2126775):
Displaying 4 items.
- The optimal-drift model: an accelerated binomial scheme (Q1936831) (← links)
- Parameters identification for an inverse problem arising from a binary option using a Bayesian inference approach (Q2690099) (← links)
- (Q4376107) (← links)
- Parameter identification problem for a parabolic equation – application to the Black–Scholes option pricing model (Q5745504) (← links)