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A Bayesian approach for constructing implied volatility surfaces through neural networks
Avellaneda, Marco; Carelli, A.; Stella, F. - In: The journal of computational finance 4 (2000) 1, pp. 83-107
Persistent link: https://www.econbiz.de/10001528165
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Recovering volatility from option prices by evolutionary optimization
Hamida, Sana Ben; Cont, Rama - In: The journal of computational finance 8 (2004/2005) 4, pp. 43-76
Persistent link: https://www.econbiz.de/10002990524
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Non-parametric calibration of jump-diffusion option pricing models
Cont, Rama; Tankov, Peter - In: The journal of computational finance 7 (2004) 3, pp. 1-49
Persistent link: https://www.econbiz.de/10002060727