Pages that link to "Item:Q2786446"

The following pages link to An ill-posed problem for the Black–Scholes equation for a profitable forecast of prices of stock options on real market data (Q2786446):

Displaying 8 items.

• A new Fourier truncated regularization method for semilinear backward parabolic problems (Q522542) (← links)
• Determination of the initial density in nonlocal diffusion from final time measurements (Q2673673) (← links)
• Convergent numerical methods for parabolic equations with reversed time via a new Carleman estimate (Q4973545) (← links)
• Forecasting stock options prices via the solution of an ill-posed problem for the Black–Scholes equation (Q5044970) (← links)
• Convexification for an inverse parabolic problem (Q5117398) (← links)
• Determination of the initial condition in parabolic equations from integral observations (Q5348719) (← links)
• Quasi-reversibility method and neural network machine learning for forecasting of stock option prices (Q5890162) (← links)
• A novel numerical scheme for time-fractional Black-Scholes PDE governing European options in mathematical finance (Q6141522) (← links)