Pages that link to "Item:Q2955293"
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The following pages link to Well-posed and ill-posed situations in option pricing problems when the volatility is purely time-dependent (Q2955293):
Displaying 4 items.
- Exact and approximate solutions for options with time-dependent stochastic volatility (Q1630713) (← links)
- Recovering the time-dependent volatility in jump-diffusion models from nonlocal price observations (Q2128477) (← links)
- Computation of the unknown volatility from integral option price observations in jump-diffusion models (Q2664823) (← links)
- Forecasting stock options prices via the solution of an ill-posed problem for the Black–Scholes equation (Q5044970) (← links)