Pages that link to "Item:Q5700149"
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The following pages link to Numerical Procedure for Calibration of Volatility with American Options (Q5700149):
Displaying 7 items.
- On the calibration of local jump-diffusion asset price models (Q484208) (← links)
- Data driven recovery of local volatility surfaces (Q2013860) (← 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)
- Robust Numerical Calibration for Implied Volatility Expansion Models (Q2953945) (← links)
- (Q3526615) (← links)
- Wavelet compression of anisotropic integrodifferential operators on sparse tensor product spaces (Q3551497) (← links)