Pages that link to "Item:Q5417875"

The following pages link to Calibration of the purely T-dependent Black–Scholes implied volatility (Q5417875):

Displaying 6 items.

• Regularization for the inverse problem of finding the purely time-dependent volatility (Q331596) (← links)
• The use of statistical tests to calibrate the Black-Scholes asset dynamics model applied to pricing options with uncertain volatility (Q428367) (← links)
• Sparsity-homotopy perturbation inversion method with wavelets and applications to Black-Scholes model and Todaro model (Q1792826) (← links)
• Robust Numerical Calibration for Implied Volatility Expansion Models (Q2953945) (← links)
• Calibration of Stock Betas from Skews of Implied Volatilities (Q3004479) (← links)
• An adaptive successive over-relaxation method for computing the Black–Scholes implied volatility (Q5300448) (← links)