Identifying the implied volatility using the total variation regularization (Q1633709)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Identifying the implied volatility using the total variation regularization |
scientific article |
Statements
Identifying the implied volatility using the total variation regularization (English)
0 references
20 December 2018
0 references
inverse volatility problem
0 references
optimal control
0 references
total variation regularization
0 references
existence
0 references
necessary condition
0 references
uniqueness
0 references
stability and convergence
0 references
0 references
0 references
0 references
