Analysis of an Inverse First Passage Problem from Risk Management (Q3440232)
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scientific article; zbMATH DE number 5155708
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|---|---|---|---|
| default for all languages | No label defined |
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| English | Analysis of an Inverse First Passage Problem from Risk Management |
scientific article; zbMATH DE number 5155708 |
Statements
Analysis of an Inverse First Passage Problem from Risk Management (English)
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22 May 2007
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free boundary problems
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mathematical finance
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first passage problem
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boundary crossing
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inverse problem
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0.8290566802024841
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0.8208528161048889
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0.8165426254272461
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0.8111749291419983
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0.8109490275382996
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