Pages that link to "Item:Q2514665"

The following pages link to Recovery of the local volatility function using regularization and a gradient projection method (Q2514665):

Displaying 9 items.

• Convex regularization of local volatility models from option prices: convergence analysis and rates (Q412709) (← links)
• The regularized implied local volatility equations -- a new model to recover the volatility of underlying asset from observed market option price (Q449296) (← links)
• Reconstructing local volatility using total variation (Q523719) (← links)
• Sequential quadratic programming method for volatility estimation in option pricing (Q1014041) (← links)
• Recovery of local volatility for financial assets with mean-reverting price processes (Q2001544) (← links)
• Data driven recovery of local volatility surfaces (Q2013860) (← links)
• A penalty-based method from reconstructing smooth local volatility surface from American options (Q2514677) (← links)
• Calibrating local volatility in inverse option pricing using the Levenberg-Marquardt method (Q2874459) (← links)
• Recovery of volatility coefficient by linearization (Q4646787) (← links)