Torsten Hein

Available identifiers

Publication	Date of Publication	Type
Well-posed and ill-posed situations in option pricing problems when the volatility is purely time-dependent	2017-01-25	Paper
Numerical analysis of a calibration problem for simulating electric fault arc tests	2009-02-24	Paper
On decoupling of volatility smile and term structure in inverse option pricing	2006-09-06	Paper
Some analysis of Tikhonov regularization for the inverse problem of option pricing in the price-dependent case	2006-06-06	Paper
On the nature of ill-posedness of an inverse problem arising in option pricing	2004-06-10	Paper

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