Pages that link to "Item:Q5411507"
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The following pages link to Calibrating volatility function bounds for an uncertain volatility model (Q5411507):
Displaying 6 items.
- The use of statistical tests to calibrate the Black-Scholes asset dynamics model applied to pricing options with uncertain volatility (Q428367) (← links)
- Testing robustness in calibration of stochastic volatility models (Q704071) (← links)
- Computation and analysis for a constrained entropy optimization problem in finance (Q952089) (← links)
- Reconstruction of local volatility surface from American options (Q2681231) (← links)
- Measures of model uncertainty and calibrated option bounds (Q3625231) (← links)
- Calibrating a Diffusion Pricing Model with Uncertain Volatility: Regularization and Stability (Q4548071) (← links)