Some notes about the continuous-in-time financial model

DOI10.1155/2017/6985820zbMATH Open1470.91335OpenAlexW2597700698WikidataQ59142385 ScholiaQ59142385MaRDI QIDQ1667564FDOQ1667564

Tarik Chakkour

Publication date: 30 August 2018

Published in: Abstract and Applied Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2017/6985820

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Mathematics Subject Classification ID

Spectrum, resolvent (47A10) Financial applications of other theories (91G80)

Cites Work

• Comparing parameter choice methods for regularization of ill-posed problems
• Operator functions and localization of spectra
• The discrete Picard condition for discrete ill-posed problems
• The spectrum of a Schrödinger operator in \(L_ p({\mathbb{R}}^{\nu})\) is p-independent
• An Introduction to Inverse Scattering and Inverse Spectral Problems
• Invertibility and spectrum localization of non-self-adjoint operators
• Title not available (Why is that?)

Cited In (1)

• Inverse problem stability of a continuous-in-time financial model

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