Pages that link to "Item:Q4672782"
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The following pages link to An inverse European option problem in estimating the time-dependent volatility function with statistical analysis (Q4672782):
Displaying 5 items.
- An inverse problem of determining the implied volatility in option pricing (Q2467746) (← links)
- (Q3537226) (← links)
- Statistical inference for Markov chain European option : estimating the price, the bare risk and the theta by historical distributions of Markov chain (Q3567573) (← links)
- Calibration of the temporally varying volatility and interest rate functions (Q5072033) (← links)
- An inverse finance problem for estimating volatility in American option pricing under jump-diffusion dynamics (Q5212568) (← links)