Calibration of Local Volatility Surfaces from Observed Market Call and Put Option Prices
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Publisher
Springer Science and Business Media LLC
Link
https://link.springer.com/content/pdf/10.1007/s10614-024-10590-9.pdf
Reference21 articles.
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3. Cen, Z., Huang, J., & Xu, A. (2022). A posteriori grid method for a time-fractional Black–Scholes equation. AIMS Mathematics, 7(12), 20962–20978. https://doi.org/10.3934/math.20221148
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5. Deng, Z. C., Hon, Y. C., & Isakov, V. (2016). Recovery of time-dependent volatility in option pricing model. Inverse Problems, 32(11), 115010. https://doi.org/10.1088/0266-5611/32/11/115010
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