Pages that link to "Item:Q2838796"
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The following pages link to An inverse finance problem for estimation of the volatility (Q2838796):
Displaying 15 items.
- A stability estimate of an inverse problem in financial prospection. (Q1428597) (← links)
- An inverse Black-Scholes problem (Q2069122) (← links)
- Recovering the time-dependent volatility in jump-diffusion models from nonlocal price observations (Q2128477) (← links)
- An inverse volatility problem of financial products linked with gold price (Q2321603) (← links)
- An inverse problem of determining the implied volatility in option pricing (Q2467746) (← links)
- Inverse portfolio problem with mean-deviation model (Q2514720) (← links)
- Computation of the unknown volatility from integral option price observations in jump-diffusion models (Q2664823) (← links)
- Estimation of option's volatility based on particle swarm optimization algorithm (Q3175550) (← links)
- The calibration of volatility for option pricing models with jump diffusion processes (Q4622837) (← links)
- (Q4810075) (← links)
- Bayesian inference approach to inverse problems in a financial mathematical model (Q5031152) (← links)
- An inverse finance problem for estimating volatility in American option pricing under jump-diffusion dynamics (Q5212568) (← links)
- An RBF approach for oil futures pricing under the jump-diffusion model (Q5855722) (← links)
- A dynamical systems approach to machine learning (Q6564359) (← links)
- Inverse problems to estimate market price of risk in catastrophe bonds (Q6646215) (← links)
