Pages that link to "Item:Q5745504"

The following pages link to Parameter identification problem for a parabolic equation – application to the Black–Scholes option pricing model (Q5745504):

Displaying 8 items.

• An inverse Black-Scholes problem (Q2069122) (← links)
• An inverse problem of reconstructing option drift rate from market observation data (Q2126775) (← links)
• Reconstructing the potential of the generalized heat equation (Q2680689) (← links)
• Parameters identification for an inverse problem arising from a binary option using a Bayesian inference approach (Q2690099) (← links)
• Application of microlocal analysis to an inverse problem arising from financial markets (Q4687571) (← links)
• Entropy binomial tree method and calibration for the volatility smile (Q4991538) (← links)
• Bayesian inference approach to inverse problems in a financial mathematical model (Q5031152) (← links)
• Numerical solution of the inverse boundary value heat transfer problem for an inhomogeneous rod (Q5037456) (← links)