On nonlinear ill-posed inverse problems with applications to pricing of defaultable bonds and option pricing (Q1042946): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 23:53, 30 January 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
