On nonlinear ill-posed inverse problems with applications to pricing of defaultable bonds and option pricing (Q1042946)
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scientific article; zbMATH DE number 5643437
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| English | On nonlinear ill-posed inverse problems with applications to pricing of defaultable bonds and option pricing |
scientific article; zbMATH DE number 5643437 |
Statements
On nonlinear ill-posed inverse problems with applications to pricing of defaultable bonds and option pricing (English)
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7 December 2009
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nonlinear ill-posed inverse problems
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Hilbert scales
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optimal convergence rates
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pricing of defaultable bonds
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option prices
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0.7837790250778198
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0.7668830156326294
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0.7609456181526184
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0.7600027322769165
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0.7562617659568787
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