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 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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+Regularization methods in Banach spaces.
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+Statistical and computational inverse problems.
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