Uniqueness, stability and numerical methods for the inverse problem that arises in financial markets (Q4262623): Difference between revisions
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scientific article; zbMATH DE number 1340753
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English | Uniqueness, stability and numerical methods for the inverse problem that arises in financial markets |
scientific article; zbMATH DE number 1340753 |
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Uniqueness, stability and numerical methods for the inverse problem that arises in financial markets (English)
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12 April 2000
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Brownian motion
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diffusion processes
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stochastic differential equations
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volatility
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