On the choice of the Tikhonov regularization parameter and the discretization level: a discrepancy-based strategy (Q254777): Difference between revisions

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+Online local volatility calibration by convex regularization
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+Regularization properties of the sequential discrepancy principle for Tikhonov regularization in Banach spaces
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+Morozov's discrepancy principle for Tikhonov-type functionals with nonlinear operators
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+Convergence rates for Morozov's discrepancy principle using variational inequalities
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+Morozov's discrepancy principle and Tikhonov-type functionals
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+Calibration of the Local Volatility in a Generalized Black--Scholes Model Using Tikhonov Regularization
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+Tikhonov regularization applied to the inverse problem of option pricing: convergence analysis and rates
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+Regularization methods in Banach spaces.
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