Modulus of continuity of Nemytskii operators with application to the problem of option pricing

DOI10.1515/JIIP.2008.024zbMath1152.91526MaRDI QIDQ3529873

No author found.

Publication date: 14 October 2008

Published in: JIIP (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/jiip.2008.024

Mathematics Subject Classification ID

47H30: Particular nonlinear operators (superposition, Hammerstein, Nemytski?, Uryson, etc.)

91G80: Financial applications of other theories

91G20: Derivative securities (option pricing, hedging, etc.)

65J15: Numerical solutions to equations with nonlinear operators

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Cites Work

• Analysis of Profile Functions for General Linear Regularization Methods
• On the nature of ill-posedness of an inverse problem arising in option pricing