Pages that link to "Item:Q2503207"
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The following pages link to Volatility calibration with American options (Q2503207):
Displaying 9 items.
- The inverse volatility problem for American options (Q827510) (← links)
- Exact volatility calibration based on a Dupire-type call-put duality for perpetual American options (Q841614) (← links)
- Numerical solution of bilateral obstacle optimal control problem, where the controls and the obstacles coincide (Q2061306) (← links)
- Pricing American options fitting the smile. (Q2707141) (← links)
- Calibration of implied volatility with American options (Q2886586) (← links)
- (Q3436981) (← links)
- (Q3526615) (← links)
- Valuation of American Call Option Considering Uncertain Volatility (Q4919262) (← links)
- On a Neural Network to Extract Implied Information from American Options (Q5103918) (← links)