Uniqueness, stability and numerical methods for the inverse problem that arises in financial markets
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Publication:4262623
DOI10.1088/0266-5611/15/3/201zbMath0938.35190OpenAlexW2021980249MaRDI QIDQ4262623
Publication date: 12 April 2000
Published in: Inverse Problems (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1088/0266-5611/15/3/201
Inverse problems for PDEs (35R30) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60)
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