An inverse problem of reconstructing option drift rate from market observation data (Q2126775)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An inverse problem of reconstructing option drift rate from market observation data |
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An inverse problem of reconstructing option drift rate from market observation data (English)
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19 April 2022
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drift rate
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inverse problem
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optimal control
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existence
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uniqueness
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numerical results
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