Stable reconstruction of the volatility in a regime-switching local-volatility model (Q2175621)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stable reconstruction of the volatility in a regime-switching local-volatility model |
scientific article |
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Stable reconstruction of the volatility in a regime-switching local-volatility model (English)
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29 April 2020
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inverse problem
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local-volatility
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regime-switching model
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stability inequality
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parabolic Carleman inequality
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