Pages that link to "Item:Q2874459"
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The following pages link to Calibrating local volatility in inverse option pricing using the Levenberg-Marquardt method (Q2874459):
Displaying 4 items.
- The calibration of stochastic local-volatility models: an inverse problem perspective (Q2204027) (← links)
- Algorithm for determining the volatility function in the Black-Scholes model (Q2300719) (← links)
- A linearization-based solution to an inverse problem in financial markets (Q2372047) (← links)
- On some inverse problems for the Black-Scholes equation (Q6197727) (← links)