Matches in SemOpenAlex for { <https://semopenalex.org/work/W2783136881> ?p ?o ?g. }
Showing items 1 to 96 of
96
with 100 items per page.
- W2783136881 abstract "This paper studies an inverse problem of determining the implied volatility in the financial products linked with gold price, which has important application in financial derivatives pricing. Based on the total variation regularization strategy, the existence and necessary condition of the minimum for the control function are addressed, and the local uniqueness of the solution is also given by a modified case. Furthermore, the stability and convergence for the regularized approach are discussed. The results obtained in this paper may be useful for those who engage in hedging or risk management." @default.
- W2783136881 created "2018-01-26" @default.
- W2783136881 creator A5003065832 @default.
- W2783136881 creator A5025681399 @default.
- W2783136881 date "2018-01-15" @default.
- W2783136881 modified "2023-09-24" @default.
- W2783136881 title "Identifying the implied volatility using the total variation regularization" @default.
- W2783136881 cites W1570089119 @default.
- W2783136881 cites W1808491407 @default.
- W2783136881 cites W1975261911 @default.
- W2783136881 cites W1991284597 @default.
- W2783136881 cites W2017655526 @default.
- W2783136881 cites W2018207223 @default.
- W2783136881 cites W2021980249 @default.
- W2783136881 cites W2038955209 @default.
- W2783136881 cites W2055803569 @default.
- W2783136881 cites W2059862231 @default.
- W2783136881 cites W2075917008 @default.
- W2783136881 cites W2103559027 @default.
- W2783136881 cites W2123689170 @default.
- W2783136881 cites W2159034782 @default.
- W2783136881 cites W2580345949 @default.
- W2783136881 cites W2587686903 @default.
- W2783136881 cites W2962962531 @default.
- W2783136881 doi "https://doi.org/10.1186/s13661-018-0926-x" @default.
- W2783136881 hasPublicationYear "2018" @default.
- W2783136881 type Work @default.
- W2783136881 sameAs 2783136881 @default.
- W2783136881 citedByCount "1" @default.
- W2783136881 countsByYear W27831368812021 @default.
- W2783136881 crossrefType "journal-article" @default.
- W2783136881 hasAuthorship W2783136881A5003065832 @default.
- W2783136881 hasAuthorship W2783136881A5025681399 @default.
- W2783136881 hasBestOaLocation W27831368811 @default.
- W2783136881 hasConcept C126255220 @default.
- W2783136881 hasConcept C134306372 @default.
- W2783136881 hasConcept C144237770 @default.
- W2783136881 hasConcept C149782125 @default.
- W2783136881 hasConcept C154945302 @default.
- W2783136881 hasConcept C162324750 @default.
- W2783136881 hasConcept C24189920 @default.
- W2783136881 hasConcept C2776135515 @default.
- W2783136881 hasConcept C2777021972 @default.
- W2783136881 hasConcept C2779834249 @default.
- W2783136881 hasConcept C28826006 @default.
- W2783136881 hasConcept C33923547 @default.
- W2783136881 hasConcept C41008148 @default.
- W2783136881 hasConcept C51544822 @default.
- W2783136881 hasConcept C78045399 @default.
- W2783136881 hasConcept C91602232 @default.
- W2783136881 hasConcept C93779851 @default.
- W2783136881 hasConceptScore W2783136881C126255220 @default.
- W2783136881 hasConceptScore W2783136881C134306372 @default.
- W2783136881 hasConceptScore W2783136881C144237770 @default.
- W2783136881 hasConceptScore W2783136881C149782125 @default.
- W2783136881 hasConceptScore W2783136881C154945302 @default.
- W2783136881 hasConceptScore W2783136881C162324750 @default.
- W2783136881 hasConceptScore W2783136881C24189920 @default.
- W2783136881 hasConceptScore W2783136881C2776135515 @default.
- W2783136881 hasConceptScore W2783136881C2777021972 @default.
- W2783136881 hasConceptScore W2783136881C2779834249 @default.
- W2783136881 hasConceptScore W2783136881C28826006 @default.
- W2783136881 hasConceptScore W2783136881C33923547 @default.
- W2783136881 hasConceptScore W2783136881C41008148 @default.
- W2783136881 hasConceptScore W2783136881C51544822 @default.
- W2783136881 hasConceptScore W2783136881C78045399 @default.
- W2783136881 hasConceptScore W2783136881C91602232 @default.
- W2783136881 hasConceptScore W2783136881C93779851 @default.
- W2783136881 hasFunder F4320321001 @default.
- W2783136881 hasLocation W27831368811 @default.
- W2783136881 hasOpenAccess W2783136881 @default.
- W2783136881 hasPrimaryLocation W27831368811 @default.
- W2783136881 hasRelatedWork W1579493056 @default.
- W2783136881 hasRelatedWork W1585514024 @default.
- W2783136881 hasRelatedWork W2010103157 @default.
- W2783136881 hasRelatedWork W2021980249 @default.
- W2783136881 hasRelatedWork W2045373772 @default.
- W2783136881 hasRelatedWork W2076623791 @default.
- W2783136881 hasRelatedWork W2102193006 @default.
- W2783136881 hasRelatedWork W2123910242 @default.
- W2783136881 hasRelatedWork W2244032182 @default.
- W2783136881 hasRelatedWork W23310631 @default.
- W2783136881 hasRelatedWork W2604858069 @default.
- W2783136881 hasRelatedWork W2748563351 @default.
- W2783136881 hasRelatedWork W2888908636 @default.
- W2783136881 hasRelatedWork W2922937821 @default.
- W2783136881 hasRelatedWork W2947593905 @default.
- W2783136881 hasRelatedWork W3121190971 @default.
- W2783136881 hasRelatedWork W3121392631 @default.
- W2783136881 hasRelatedWork W3164746976 @default.
- W2783136881 hasRelatedWork W35542985 @default.
- W2783136881 hasRelatedWork W2182867694 @default.
- W2783136881 isParatext "false" @default.
- W2783136881 isRetracted "false" @default.
- W2783136881 magId "2783136881" @default.
- W2783136881 workType "article" @default.