Pages that link to "Item:Q2492071"

The following pages link to Some analysis of Tikhonov regularization for the inverse problem of option pricing in the price-dependent case (Q2492071):

Displaying 7 items.

• Regularization for the inverse problem of finding the purely time-dependent volatility (Q331596) (← links)
• Modeling and implementation of local volatility surfaces in Bayesian framework (Q1616807) (← links)
• Recovery of the local volatility function using regularization and a gradient projection method (Q2514665) (← links)
• (Q3008296) (← links)
• Calibration of the purely T-dependent Black–Scholes implied volatility (Q5417875) (← links)
• Bayesian uncertainty quantification of local volatility model (Q6108893) (← links)
• Inverse problems to estimate market price of risk in catastrophe bonds (Q6646215) (← links)