Recovery of time dependent volatility coefficient by linearization (Q2438347)
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scientific article; zbMATH DE number 6267763
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Recovery of time dependent volatility coefficient by linearization |
scientific article; zbMATH DE number 6267763 |
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Recovery of time dependent volatility coefficient by linearization (English)
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11 March 2014
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inverse problems
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parabolic equations
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integral transforms
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inverse option pricing
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derivatives securities
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0.9332510232925416
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0.8857190608978271
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0.8353596925735474
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0.8234795928001404
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