Pages that link to "Item:Q4991029"
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The following pages link to A PDE method for estimation of implied volatility (Q4991029):
Displaying 13 items.
- PDE-method-for-implied-volatility (Q54745) (← links)
- Estimation of partial differential equations with applications in finance (Q295399) (← links)
- Shape-preserving interpolation and smoothing for options market implied volatility (Q1035911) (← links)
- Numerical techniques for determining implied volatility in option pricing (Q2104087) (← links)
- Fast computation of vanilla prices in time-changed models and implied volatilities using rational approximations (Q2909517) (← links)
- A new algorithm for computing implied volatility (Q2923095) (← links)
- Non-linear Principal Component Analysis of the Implied Volatility Smile using a Quantum-inspired Evolutionary Algorithm (Q3521768) (← links)
- A Formula to Compute Implied Volatility, with Error Estimate (Q3648331) (← links)
- A parametrized barycentric approximation for inverse problems with application to the Black–Scholes formula (Q4555961) (← links)
- A Remark on Gatheral’s ‘Most-Likely Path Approximation’ of Implied Volatility (Q4560333) (← links)
- (Q5143089) (← links)
- An adaptive successive over-relaxation method for computing the Black–Scholes implied volatility (Q5300448) (← links)
- Deep Curve-Dependent PDEs for Affine Rough Volatility (Q6159075) (← links)