Pages that link to "Item:Q4622837"

The following pages link to The calibration of volatility for option pricing models with jump diffusion processes (Q4622837):

Displaying 11 items.

• The use of statistical tests to calibrate the Black-Scholes asset dynamics model applied to pricing options with uncertain volatility (Q428367) (← links)
• Specification tests of calibrated option pricing models (Q888333) (← links)
• Fast reconstruction of time-dependent market volatility for European options (Q2027727) (← links)
• Robust and accurate construction of the local volatility surface using the Black-Scholes equation (Q2145459) (← links)
• Pricing vulnerable option under jump-diffusion model with incomplete information (Q2296524) (← links)
• Computation of the unknown volatility from integral option price observations in jump-diffusion models (Q2664823) (← links)
• Robust Numerical Calibration for Implied Volatility Expansion Models (Q2953945) (← links)
• (Q3526615) (← links)
• Calibrating a Diffusion Pricing Model with Uncertain Volatility: Regularization and Stability (Q4548071) (← links)
• (Q4645358) (← links)
• (Q5209043) (← links)