ScholarGate
Msaidizi

Linganisha mbinu

Pitia mbinu ulizochagua bega kwa bega; safu zinazotofautiana zinaangaziwa.

Wagrika kupitia Utambulisho wa Kiotomatiki×Volatilite ya Ndani (Dupire)×
NyanjaFedha za KiidadiFedha za Kiidadi
FamiliaMachine learningRegression model
Mwaka wa asili20081994
MwanzilishiMike Giles, Iman HomescuBruno Dupire
AinaSensitivity AnalysisEquity/FX Model
Chanzo asiliaGiles, M. B. (2008). Adjoint code by automatic differentiation. Journal of Computational Finance, 12(1), 1-18. link ↗Dupire, B. (1994). Pricing with a smile. Risk Magazine, 7(1), 18-20. link ↗
Majina mbadalaAD Greeks, Algorithmic Differentiation, AutodiffDeterministic Volatility Function, DVF
Zinazohusiana34
MuhtasariAutomatic differentiation (AD) is a computational technique for computing derivatives (Greeks) by differentiating the computer code that computes the option price. AD avoids manual derivation of formulas and finite-difference approximations, yielding exact sensitivities with machine precision. It has become essential for real-time risk management in modern trading systems.Dupire's local volatility model (1994) is a deterministic framework that extracts a term and strike-dependent volatility function from market option prices. Unlike constant volatility, local volatility perfectly fits the observed implied volatility smile and is implemented via finite difference methods for European and American option pricing.
ScholarGateSeti ya data
  1. v1
  2. 2 Vyanzo
  3. PUBLISHED
  1. v1
  2. 2 Vyanzo
  3. PUBLISHED

Nenda kwenye utafutaji Pakua slaidi

ScholarGateLinganisha mbinu: Greeks via Automatic Differentiation · Local Volatility (Dupire). Imepatikana 2026-06-18 kutoka https://scholargate.app/sw/compare