An inverse parabolic problem arising in finance
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Publication:4763169
DOI10.1016/S0764-4442(00)01749-3zbMath1158.91369MaRDI QIDQ4763169
Jérôme Busca, Igor Florent, Henri Berestycki
Publication date: 18 February 2001
Published in: Comptes Rendus de l'Académie des Sciences - Series I - Mathematics (Search for Journal in Brave)
Nonlinear parabolic equations (35K55) Inverse problems for PDEs (35R30) Financial applications of other theories (91G80) Interest rates, asset pricing, etc. (stochastic models) (91G30)
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