Pages that link to "Item:Q2520115"
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The following pages link to Reconstruction of local volatility for the binary option model (Q2520115):
Displaying 7 items.
- Reconstruction of the time-dependent volatility function using the Black-Scholes model (Q1727049) (← links)
- Stable reconstruction of the volatility in a regime-switching local-volatility model (Q2175621) (← links)
- Reconstruction of local volatility surface from American options (Q2681231) (← 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)
- Bayesian inference approach to inverse problems in a financial mathematical model (Q5031152) (← links)
- Total variation regularization analysis for inverse volatility option pricing problem (Q6581411) (← links)