Pages that link to "Item:Q2681231"
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The following pages link to Reconstruction of local volatility surface from American options (Q2681231):
Displaying 5 items.
- Modeling and implementation of local volatility surfaces in Bayesian framework (Q1616807) (← links)
- Robust and accurate construction of the local volatility surface using the Black-Scholes equation (Q2145459) (← links)
- A penalty-based method from reconstructing smooth local volatility surface from American options (Q2514677) (← links)
- Reconstruction of local volatility for the binary option model (Q2520115) (← links)
- Reconstructing the unknown local volatility function (Q2725580) (← links)