Pages that link to "Item:Q3529873"

The following pages link to Modulus of continuity of Nemytskii operators with application to the problem of option pricing (Q3529873):

Displaying 7 items.

• Regularization for the inverse problem of finding the purely time-dependent volatility (Q331596) (← links)
• On ill-posedness concepts, stable solvability and saturation (Q1746506) (← links)
• Simultaneous identification of volatility and interest rate functions -- a two-parameter regularization approach (Q2323025) (← links)
• The index function and Tikhonov regularization for ill-posed problems (Q2511278) (← links)
• Some aspects of parameter identification in a mean reverting financial asset model with time-dependent volatility (Q3636735) (← links)
• Regularization of linear ill-posed problems involving multiplication operators (Q5065529) (← links)
• Calibration of the purely T-dependent Black–Scholes implied volatility (Q5417875) (← links)