On nonlinear ill-posed inverse problems with applications to pricing of defaultable bonds and option pricing (Q1042946): Difference between revisions

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Property / author: Xiaohong Chen / rank
 
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Latest revision as of 07:00, 2 July 2024

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On nonlinear ill-posed inverse problems with applications to pricing of defaultable bonds and option pricing
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    On nonlinear ill-posed inverse problems with applications to pricing of defaultable bonds and option pricing (English)
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    7 December 2009
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    nonlinear ill-posed inverse problems
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    Hilbert scales
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    optimal convergence rates
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    pricing of defaultable bonds
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    option prices
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