An inverse volatility problem of financial products linked with gold price

DOI10.1007/s41980-018-00196-xzbMath1419.35240OpenAlexW2922937821WikidataQ128171378 ScholiaQ128171378MaRDI QIDQ2321603

Liu Yang, Zui-Cha Deng

Publication date: 23 August 2019

Published in: Bulletin of the Iranian Mathematical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s41980-018-00196-x

zbMATH Keywords

optimal controlnumerical resultsexistenceuniquenessnecessary conditioninverse volatility problem

Mathematics Subject Classification ID

Inverse problems for PDEs (35R30) Existence theories for optimal control problems involving partial differential equations (49J20)

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