Pages that link to "Item:Q2725580"
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The following pages link to Reconstructing the unknown local volatility function (Q2725580):
Displaying 17 items.
- Jacobian-free implicit inner-iteration preconditioner for nonlinear least squares problems (Q333209) (← links)
- Calibration and hedging under jump diffusion (Q375525) (← links)
- Reconstructing local volatility using total variation (Q523719) (← links)
- Estimation of risk-neutral density surfaces (Q645506) (← links)
- No-arbitrage interpolation of the option price function and its reformulation (Q704745) (← links)
- Adjoint-based Monte Carlo calibration of financial methods (Q964678) (← links)
- Reconstruction of the time-dependent volatility function using the Black-Scholes model (Q1727049) (← links)
- A penalty method for American options with jump diffusion processes (Q1889909) (← links)
- Numerical techniques for determining implied volatility in option pricing (Q2104087) (← links)
- Bi-cubic B-spline fitting-based local volatility model with mean reversion process (Q2416527) (← links)
- A penalty-based method from reconstructing smooth local volatility surface from American options (Q2514677) (← links)
- Reconstruction of local volatility surface from American options (Q2681231) (← links)
- Determining volatility surfaces and option values from an implied volatility smile (Q2725579) (← links)
- Learning minimum variance discrete hedging directly from the market (Q4554484) (← links)
- Recovering the real-world density and liquidity premia from option data (Q5001196) (← links)
- Numerical Identification of Time-Dependent Volatility in European Options with Two-Stage Regime-Switching (Q5119108) (← links)
- Bayesian uncertainty quantification of local volatility model (Q6108893) (← links)
