Uniqueness, stability and numerical methods for the inverse problem that arises in financial markets-Reference-Cited by-同舟云学术

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Uniqueness, stability and numerical methods for the inverse problem that arises in financial markets

Published:1999-01-01 Issue:3 Volume:15 Page:R95-R116
ISSN:0266-5611
Container-title:Inverse Problems
language:
Short-container-title:Inverse Problems

Author:

Bouchouev Ilia,Isakov Victor

Publisher

IOP Publishing

Subject

Applied Mathematics,Computer Science Applications,Mathematical Physics,Signal Processing,Theoretical Computer Science

Link

https://iopscience.iop.org/article/10.1088/0266-5611/15/3/201/pdf

Reference30 articles.

1. The equity option volatility smile: an implicit finite-difference approach

2. Calibrating volatility surfaces via relative-entropy minimization

3. The Pricing of Options and Corporate Liabilities

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