Pages that link to "Item:Q4646787"
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The following pages link to Recovery of volatility coefficient by linearization (Q4646787):
Displaying 17 items.
- Regularization for the inverse problem of finding the purely time-dependent volatility (Q331596) (← links)
- A perturbative approach for reconstructing diffusion coefficients (Q1827346) (← links)
- Recovery of the time-dependent implied volatility of time fractional Black-Scholes equation using linearization technique (Q2048231) (← links)
- Stable reconstruction of the volatility in a regime-switching local-volatility model (Q2175621) (← 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)
- Recovery of time dependent volatility coefficient by linearization (Q2438347) (← links)
- Recovery of the local volatility function using regularization and a gradient projection method (Q2514665) (← links)
- Reconstruction of local volatility for the binary option model (Q2520115) (← links)
- Parameters identification for an inverse problem arising from a binary option using a Bayesian inference approach (Q2690099) (← links)
- Reconstructing the unknown local volatility function (Q2725580) (← 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)
- Convexification for an inverse parabolic problem (Q5117398) (← links)
- On implied volatility recovery of a time-fractional Black-Scholes equation for double barrier options (Q5164907) (← links)
- On some inverse problems for the Black-Scholes equation (Q6197727) (← links)
- Total variation regularization analysis for inverse volatility option pricing problem (Q6581411) (← links)
