On nonlinear ill-posed inverse problems with applications to pricing of defaultable bonds and option pricing (Q1042946): Difference between revisions
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Revision as of 15:56, 10 February 2024
scientific article
| Language | Label | Description | Also known as |
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| English | 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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