The following pages link to (Q4645358):
Displaying 4 items.
- On the calibration of local jump-diffusion asset price models (Q484208) (← links)
- Calibration of stochastic volatility models: a Tikhonov regularization approach (Q1656762) (← links)
- Calibrating a Diffusion Pricing Model with Uncertain Volatility: Regularization and Stability (Q4548071) (← links)
- Calibration of the local volatility in a trinomial tree using Tikhonov regularization (Q4807847) (← links)