Pages that link to "Item:Q2859676"
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The following pages link to A regularized algorithm for calibrating implied volatility of jump diffusion models (Q2859676):
Displaying 8 items.
- A splitting strategy for the calibration of jump-diffusion models (Q784736) (← links)
- Calibration of the volatility in option pricing using the total variation regularization (Q1714637) (← links)
- Calibration of implied volatility with American options (Q2886586) (← links)
- Robust Numerical Calibration for Implied Volatility Expansion Models (Q2953945) (← links)
- Calibration of Stock Betas from Skews of Implied Volatilities (Q3004479) (← links)
- Calibrating a Diffusion Pricing Model with Uncertain Volatility: Regularization and Stability (Q4548071) (← links)
- (Q4645358) (← links)
- Unbiasing and robustifying implied volatility calibration in a cryptocurrency market with large bid-ask spreads and missing quotes (Q6053111) (← links)