Pages that link to "Item:Q4548071"
From MaRDI portal
The following pages link to Calibrating a Diffusion Pricing Model with Uncertain Volatility: Regularization and Stability (Q4548071):
Displaying 8 items.
- Calibration of stochastic volatility models: a Tikhonov regularization approach (Q1656762) (← links)
- Calibrating the model parameters in pricing using the trust region method (Q2634410) (← links)
- CONVEX REGULARIZATION OF LOCAL VOLATILITY ESTIMATION (Q2970321) (← links)
- Some aspects of parameter identification in a mean reverting financial asset model with time-dependent volatility (Q3636735) (← links)
- Multiasset Derivatives and Joint Distributions of Asset Prices (Q4561945) (← links)
- (Q4645358) (← links)
- Calibration parameters for the Hull-White short-term rate model based on a regularization method (Q4926627) (← links)
- In memoriam: Marco Avellaneda (1955–2022) (Q6054441) (← links)
