Inverse problem stability of a continuous-in-time financial model
From MaRDI portal
Publication:2151002
Inverse problems for integral equations (45Q05) Random linear operators (47B80) Integral operators (47G10) Random operators and equations (aspects of stochastic analysis) (60H25) Numerical solution of inverse problems involving ordinary differential equations (65L09) Financial applications of other theories (91G80)
Recommendations
- Inverse problem stability of a continuous-in-time financial model
- Some notes about the continuous-in-time financial model
- A stability estimate of an inverse problem in financial prospection.
- Financial inverse problem and reconstruction of infinitely divisible distributions with Gaussian component
- Inverse problems in finance
Cites work
- scientific article; zbMATH DE number 3551792 (Why is no real title available?)
- Inverse problem stability of a continuous-in-time financial model
- Inverse spectral problems for singular non-selfadjoint differential operators with discontinuities in an interior point
- On continuity and compactness of some nonlinear operators associated with differential equations in noncompact intervals
- Periodic solutions of semilinear equations of evolution of compact type
- Recovery of singularities for formally determined inverse problems
- Some notes about the continuous-in-time financial model
- Stability of impulsive time-varying systems and compactness of the operators mapping the input space into the state and output spaces
Cited in
(4)
This page was built for publication: Inverse problem stability of a continuous-in-time financial model
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2151002)
