The inverse problem in a partial integro-differential equation (Q3109367)

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scientific article; zbMATH DE number 6001897
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    The inverse problem in a partial integro-differential equation
    scientific article; zbMATH DE number 6001897

      Statements

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      27 January 2012
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      inverse problem
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      partial integro-differential equation
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      optimization
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      regularization
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      Fréchet differential
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      jump-diffusion
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      local-volatility
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