Pages that link to "Item:Q841614"
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The following pages link to Exact volatility calibration based on a Dupire-type call-put duality for perpetual American options (Q841614):
Displaying 5 items.
- Recovering a time-homogeneous stock price process from perpetual option prices (Q549870) (← links)
- The inverse volatility problem for American options (Q827510) (← links)
- Stochastic flow approach to Dupire's formula (Q2463720) (← links)
- Constructing time-homogeneous generalized diffusions consistent with optimal stopping values (Q3108376) (← links)
- Recovering a Piecewise Constant Volatility from Perpetual Put Option Prices (Q4933193) (← links)