Pages that link to "Item:Q784736"
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The following pages link to A splitting strategy for the calibration of jump-diffusion models (Q784736):
Displaying 6 items.
- On the calibration of local jump-diffusion asset price models (Q484208) (← links)
- Operator splitting schemes for the two-asset Merton jump-diffusion model (Q2223797) (← links)
- Computation of the unknown volatility from integral option price observations in jump-diffusion models (Q2664823) (← links)
- A regularized algorithm for calibrating implied volatility of jump diffusion models (Q2859676) (← links)
- Splitting and matrix exponential approach for jump-diffusion models with Inverse Normal Gaussian, Hyperbolic and Meixner jumps (Q4586441) (← links)
- On some inverse problems for the Black-Scholes equation (Q6197727) (← links)
