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

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An ill-posed problem for the Black–Scholes equation for a profitable forecast of prices of stock options on real market data
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    An ill-posed problem for the Black–Scholes equation for a profitable forecast of prices of stock options on real market data (English)
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    12 February 2016
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    Black-Scholes equation
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    initial and boundary conditions
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    real market data
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    parabolic equation with the reversed time
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    ill-posed problem
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    regularization method
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