Recovery of time dependent volatility coefficient by linearization (Q2438347): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Normalize DOI. |
||
| Property / DOI | |||
| Property / DOI: 10.3934/eect.2014.3.119 / rank | |||
| Property / DOI | |||
| Property / DOI: 10.3934/EECT.2014.3.119 / rank | |||
Normal rank | |||
Latest revision as of 15:51, 18 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Recovery of time dependent volatility coefficient by linearization |
scientific article |
Statements
Recovery of time dependent volatility coefficient by linearization (English)
0 references
11 March 2014
0 references
inverse problems
0 references
parabolic equations
0 references
integral transforms
0 references
inverse option pricing
0 references
derivatives securities
0 references
0 references
0 references
