An Inverse Problem for a Parabolic Variational Inequality with an Integro-Differential Operator
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Publication:3617231
DOI10.1137/060660692zbMath1160.91011OpenAlexW2121989305MaRDI QIDQ3617231
Publication date: 27 March 2009
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/c069a8a083ea305af6d3e4c08998510497da4e18
inverse problemvariational inequalityoptimality conditionsAmerican optionsLévy processmodel calibration
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