Pages that link to "Item:Q4363858"

The following pages link to The inverse problem of option pricing (Q4363858):

Displaying 50 items.

• Regularization for the inverse problem of finding the purely time-dependent volatility (Q331596) (← links)
• Convex regularization of local volatility models from option prices: convergence analysis and rates (Q412709) (← links)
• Uniqueness and stability of the minimizer for a binary functional arising in an inverse heat conduction problem (Q549781) (← links)
• Index of function inversion (Q619396) (← links)
• A connection between uniqueness of minimizers in Tikhonov-type regularization and Morozov-like discrepancy principles (Q667787) (← links)
• Inverse problems in Pareto's demand theory and their applications to analysis of stock market crises (Q682037) (← links)
• The inverse volatility problem for American options (Q827510) (← links)
• Conservation law of strike price and inversion of the Black-Scholes formula (Q946558) (← links)
• An inverse problem arisen in the zero-coupon bond pricing (Q974534) (← links)
• Existence and uniqueness results for a semilinear Black-Scholes type equation (Q984569) (← links)
• Forecasting financial derivative prices (Q997463) (← links)
• A stability estimate of an inverse problem in financial prospection. (Q1428597) (← links)
• Identifying the implied volatility using the total variation regularization (Q1633709) (← links)
• How should a local regime-switching model be calibrated? (Q1655569) (← links)
• Calibration of stochastic volatility models: a Tikhonov regularization approach (Q1656762) (← links)
• The adjoint method for the inverse problem of option pricing (Q1718099) (← links)
• Financial inverse problem and reconstruction of infinitely divisible distributions with Gaussian component (Q1761432) (← links)
• Estimation of local volatilities in a generalized Black-Scholes model (Q1765852) (← links)
• A perturbative approach for reconstructing diffusion coefficients (Q1827346) (← links)
• Recovery of local volatility for financial assets with mean-reverting price processes (Q2001544) (← links)
• A neural network-based framework for financial model calibration (Q2022121) (← links)
• An inverse problem of reconstructing option drift rate from market observation data (Q2126775) (← links)
• Uniqueness for an inverse source problem in degenerate parabolic equations (Q2173792) (← links)
• Stable reconstruction of the volatility in a regime-switching local-volatility model (Q2175621) (← links)
• Numerical simulation for an inverse source problem in a degenerate parabolic equation (Q2285915) (← 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)
• Bi-cubic B-spline fitting-based local volatility model with mean reversion process (Q2416527) (← links)
• Recovery of time dependent volatility coefficient by linearization (Q2438347) (← links)
• An inverse problem of determining the implied volatility in option pricing (Q2467746) (← links)
• Identifying the coefficient of first-order in parabolic equation from final measurement data (Q2483554) (← links)
• Some analysis of Tikhonov regularization for the inverse problem of option pricing in the price-dependent case (Q2492071) (← links)
• Recovery of the local volatility function using regularization and a gradient projection method (Q2514665) (← links)
• Reconstruction of local volatility for the binary option model (Q2520115) (← links)
• An ill-posed problem for the Black-Scholes equation for a profitable forecast of prices of stock options on real market data (Q2786446) (← links)
• Measuring expectations in options markets: an application to the S&P500 index (Q2866371) (← links)
• Non-parametric calibration of the local volatility surface for European options using a second-order Tikhonov regularization (Q2879013) (← links)
• CONVEX REGULARIZATION OF LOCAL VOLATILITY ESTIMATION (Q2970321) (← links)
• Ill-posedness versus ill-conditioning–an example from inverse option pricing (Q3497834) (← links)
• IMPLIED AND LOCAL VOLATILITIES UNDER STOCHASTIC VOLATILITY (Q3523562) (← links)
• Determination of a source term in a partial differential equation arising in finance (Q3634317) (← links)
• Some aspects of parameter identification in a mean reverting financial asset model with time-dependent volatility (Q3636735) (← links)
• (Q3639850) (← links)
• Asymptotics and calibration of local volatility models (Q4646770) (← links)
• Recovery of volatility coefficient by linearization (Q4646787) (← links)
• A new well-posed algorithm to recover implied local volatility (Q4647290) (← links)
• An inverse European option problem in estimating the time-dependent volatility function with statistical analysis (Q4672782) (← links)
• Numerical Identification of Time-Dependent Volatility in European Options with Two-Stage Regime-Switching (Q5119108) (← links)
• Convergence rates results for recovering the volatility term structure including at-the-money options (Q5191062) (← links)
• Recover implied volatility of underlying asset from European option price (Q5191069) (← links)