Pages that link to "Item:Q5176565"

The following pages link to The tangential cone condition for the iterative calibration of local volatility surfaces (Q5176565):

Displaying 9 items.

• A connection between uniqueness of minimizers in Tikhonov-type regularization and Morozov-like discrepancy principles (Q667787) (← links)
• A splitting strategy for the calibration of jump-diffusion models (Q784736) (← links)
• Data driven recovery of local volatility surfaces (Q2013860) (← links)
• Recovery of the time-dependent implied volatility of time fractional Black-Scholes equation using linearization technique (Q2048231) (← links)
• Numerical techniques for determining implied volatility in option pricing (Q2104087) (← links)
• An inverse problem of reconstructing option drift rate from market observation data (Q2126775) (← links)
• The calibration of stochastic local-volatility models: an inverse problem perspective (Q2204027) (← links)
• Simultaneous identification of volatility and interest rate functions -- a two-parameter regularization approach (Q2323025) (← links)
• CONVEX REGULARIZATION OF LOCAL VOLATILITY ESTIMATION (Q2970321) (← links)