Retrieving Lévy Processes from Option Prices: Regularization of an Ill-posed Inverse Problem (Q3427465)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Retrieving Lévy Processes from Option Prices: Regularization of an Ill-posed Inverse Problem |
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Retrieving Lévy Processes from Option Prices: Regularization of an Ill-posed Inverse Problem (English)
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20 March 2007
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inverse problem
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entropy
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Lévy process
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jump process
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model calibration
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option pricing
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regularization
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ill-posed problem
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