Pages that link to "Item:Q2969172"
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The following pages link to Online local volatility calibration by convex regularization (Q2969172):
Displaying 6 items.
- On the choice of the Tikhonov regularization parameter and the discretization level: a discrepancy-based strategy (Q254777) (← links)
- A splitting strategy for the calibration of jump-diffusion models (Q784736) (← links)
- Data driven recovery of local volatility surfaces (Q2013860) (← links)
- Fast reconstruction of time-dependent market volatility for European options (Q2027727) (← links)
- The calibration of stochastic local-volatility models: an inverse problem perspective (Q2204027) (← links)
- Simultaneous identification of volatility and interest rate functions -- a two-parameter regularization approach (Q2323025) (← links)