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On decoupling of volatility smile and term structure in inverse option pricing

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References

1973The Pricing of Options and Corporate Liabilities29,064 cited
2016“Options, Futures, and Other Derivatives”5,007 cited
2003Options, Futures and Other Derivatives3,864 cited
1995The Mathematics of Financial Derivatives1,037 cited
1997A technique for calibrating derivative security pricing models: numerical solution of an inverse problem134 cited
1997The inverse problem of option pricing117 cited
2001Identifying the volatility of underlying assets from option prices116 cited
1998Computation of deterministic volatility surfaces77 cited

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2014Recovery of time dependent volatility coefficient by linearization22 cited

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