Parameter identification problem for a parabolic equation - application to the Black-Scholes option pricing model
DOI10.1515/JIP-2012-0043zbMATH Open1279.65113OpenAlexW2321694781MaRDI QIDQ5745504FDOQ5745504
Authors: Yury Korolev, Hideo Kubo, A. G. Yagola 
Publication date: 30 January 2014
Published in: Journal of Inverse and Ill-posed Problems (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1515/jip-2012-0043
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