Publisher
American Institute of Mathematical Sciences (AIMS)
Subject
Applied Mathematics,Control and Optimization,Modeling and Simulation
Reference20 articles.
1. Calibrating volatility surfaces via relative entropy minimization,;M. Avellaneda;Appl. Math. Finance,1997
2. An inverse parabolic problem arising in finance,;H. Berestycki;C. R. Math. Acad. Sci. Paris,2000
3. Asymptotics and calibration of local volatility models,;H. Berestycki;Quant. Finance,2002
4. The inverse problem of option pricing,;I. Bouchouev;Inverse Problems,1997
5. Uniqueness, stability, and numerical methods for the inverse problem that arises in financial markets,;I. Bouchouev;Inverse Problems,1999
Cited by
20 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献