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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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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