Pages that link to "Item:Q5212568"
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The following pages link to An inverse finance problem for estimating volatility in American option pricing under jump-diffusion dynamics (Q5212568):
Displaying 5 items.
- The inverse volatility problem for American options (Q827510) (← links)
- Pricing of American put option under a jump diffusion process with stochastic volatility in an incomplete market (Q1722394) (← links)
- An inverse problem of determining the implied volatility in option pricing (Q2467746) (← links)
- An inverse finance problem for estimation of the volatility (Q2838796) (← links)
- (Q4821168) (← links)