Solution of ill-posed problems on sets of functions convex along all lines parallel to coordinate axes

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Publication:5443575

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DOI10.1515/JIIP.2008.050zbMath1135.35099OpenAlexW2132288542MaRDI QIDQ5443575

Sergei G. Pyatkov

Publication date: 21 February 2008

Published in: Journal of Inverse and Ill-posed Problems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/jiip.2008.050

zbMATH Keywords

inverse problem risk first boundary value problem option price Black-Scholes equation

Mathematics Subject Classification ID

Inverse problems for PDEs (35R30) Derivative securities (option pricing, hedging, etc.) (91G20) PDEs in connection with game theory, economics, social and behavioral sciences (35Q91)

Related Items (1)

On some inverse problems for the Black-Scholes equation

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