Pages that link to "Item:Q5317087"
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The following pages link to An Inverse Problem for a Parabolic Variational Inequality Arising in Volatility Calibration with American Options (Q5317087):
Displaying 21 items.
- Sensitivity analysis of the optimal exercise boundary of the American put option (Q313736) (← links)
- The inverse volatility problem for American options (Q827510) (← links)
- The American foreign exchange option in time-dependent one-dimensional diffusion model for exchange rate (Q836062) (← links)
- Convergence of a fitted finite volume method for the penalized Black-Scholes equation governing European and American option pricing (Q878048) (← links)
- Robust and accurate construction of the local volatility surface using the Black-Scholes equation (Q2145459) (← links)
- Error estimates for backward Euler finite element approximations of American call option valuation (Q2206646) (← links)
- Sharp error estimate for implicit finite element scheme for American put option (Q2313312) (← links)
- On the integral relationship between the early exercise boundary and the value function of the American put option (Q2317104) (← links)
- A spectral method for bonds (Q2384583) (← links)
- Adaptive finite element methods for an optimal control problem involving Dirac measures (Q2402985) (← links)
- On the continuity of the time derivative of the solution to the parabolic obstacle problem with variable coefficients (Q2490005) (← links)
- On the regularity of the free boundary in the parabolic obstacle problem. Application to American options (Q2498794) (← links)
- Reconstruction of local volatility surface from American options (Q2681231) (← links)
- Prepayment option of a perpetual corporate loan: the impact of the funding costs (Q2874734) (← links)
- An ℓ 1-Penalty Scheme for the Optimal Control of Elliptic Variational Inequalities (Q3462309) (← links)
- Some aspects of parameter identification in a mean reverting financial asset model with time-dependent volatility (Q3636735) (← links)
- Error Estimates for Lagrange--Galerkin Approximation of American Options Valuation (Q5210536) (← links)
- An inverse finance problem for estimating volatility in American option pricing under jump-diffusion dynamics (Q5212568) (← links)
- An inverse problem for a double phase implicit obstacle problem with multivalued terms (Q6102348) (← links)
- Evolutionary quasi-variational hemivariational inequalities: existence and parameter identification (Q6189682) (← links)
- Inverse problems for evolutionary quasi-variational hemivariational inequalities with application to mixed boundary value problems (Q6639672) (← links)
