On nonlinear ill-posed inverse problems with applications to pricing of defaultable bonds and option pricing (Q1042946): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank |
Revision as of 02:59, 5 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | On nonlinear ill-posed inverse problems with applications to pricing of defaultable bonds and option pricing |
scientific article |
Statements
On nonlinear ill-posed inverse problems with applications to pricing of defaultable bonds and option pricing (English)
0 references
7 December 2009
0 references
nonlinear ill-posed inverse problems
0 references
Hilbert scales
0 references
optimal convergence rates
0 references
pricing of defaultable bonds
0 references
option prices
0 references