Pages that link to "Item:Q5944948"
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The following pages link to Volatility estimation from observed option prices (Q5944948):
Displaying 13 items.
- Realized volatility forecasting and option pricing (Q299252) (← links)
- Evaluating volatility forecasts in option pricing in the context of a simulated options market (Q957226) (← links)
- An implementation of Bouchouev's method for a short time calibration of option pricing models (Q1417057) (← links)
- Data driven recovery of local volatility surfaces (Q2013860) (← links)
- Robust and accurate construction of the local volatility surface using the Black-Scholes equation (Q2145459) (← links)
- Recovery of time-dependent parameters of a Black-Scholes-type equation: an inverse Stieltjes moment approach (Q2472051) (← links)
- Identifying the volatility of underlying assets from option prices (Q2709875) (← links)
- On martingale diffusions describing the `smile-effect' for implied volatilities (Q2756663) (← links)
- VOLATILITY SMILE BY MULTILEVEL LEAST SQUARE (Q3022068) (← links)
- A NEW REPRESENTATION OF THE LOCAL VOLATILITY SURFACE (Q3606399) (← links)
- TARGET VOLATILITY OPTION PRICING (Q5389102) (← links)
- Model‐based quantification of the volatility of options at transaction level with extended count regression models (Q5430333) (← links)
- Numerical Procedure for Calibration of Volatility with American Options (Q5700149) (← links)
