Parameter identification problem for a parabolic equation - application to the Black-Scholes option pricing model (Q5745504)
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scientific article; zbMATH DE number 6252318
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| English | Parameter identification problem for a parabolic equation - application to the Black-Scholes option pricing model |
scientific article; zbMATH DE number 6252318 |
Statements
Parameter identification problem for a parabolic equation – application to the Black–Scholes option pricing model (English)
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30 January 2014
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ill-posed problems
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error estimation
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parameter identification
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Black-Scholes model
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0.8198834657669067
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0.7952739000320435
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0.7834136486053467
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0.7695754766464233
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