The following pages link to Inverse problems in finance (Q2849671):
Displaying 16 items.
- Reconstructing local volatility using total variation (Q523719) (← links)
- On local regularization for an inverse problem of option pricing (Q548392) (← links)
- A stability estimate of an inverse problem in financial prospection. (Q1428597) (← links)
- Financial inverse problem and reconstruction of infinitely divisible distributions with Gaussian component (Q1761432) (← links)
- Inverse problem stability of a continuous-in-time financial model (Q2151002) (← links)
- An inverse volatility problem of financial products linked with gold price (Q2321603) (← links)
- A linearization-based solution to an inverse problem in financial markets (Q2372047) (← links)
- Recovery of the local volatility function using regularization and a gradient projection method (Q2514665) (← links)
- Calibrating local volatility in inverse option pricing using the Levenberg-Marquardt method (Q2874459) (← links)
- Time reversal invariance in finance (Q3645195) (← links)
- (Q4442576) (← links)
- Inference on sets in finance (Q4586178) (← links)
- (Q4623439) (← links)
- A PDE method for estimation of implied volatility (Q4991029) (← links)
- Bayesian inference approach to inverse problems in a financial mathematical model (Q5031152) (← links)
- Numerical Identification of Time-Dependent Volatility in European Options with Two-Stage Regime-Switching (Q5119108) (← links)
