Torsten Hein
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Person:2492070
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Well-posed and ill-posed situations in option pricing problems when the volatility is purely time-dependent PAMM | 2017-01-25 | Paper |
| Numerical analysis of a calibration problem for simulating electric fault arc tests Inverse Problems in Science and Engineering | 2009-02-24 | Paper |
| On decoupling of volatility smile and term structure in inverse option pricing Inverse Problems | 2006-09-06 | Paper |
| Some analysis of Tikhonov regularization for the inverse problem of option pricing in the price-dependent case Zeitschrift für Analysis und ihre Anwendungen | 2006-06-06 | Paper |
| On the nature of ill-posedness of an inverse problem arising in option pricing Inverse Problems | 2004-06-10 | Paper |
Research outcomes over time
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