| Publication | Date of Publication | Type |
|---|
Total variation regularization analysis for inverse volatility option pricing problem
International Journal of Computer Mathematics | 2024-07-30 | Paper |
Optimization method for a multi-parameters identification problem in degenerate parabolic equations
Journal of Inverse and Ill-posed Problems | 2024-02-12 | Paper |
Drift coefficient inversion problem of Kolmogorov-type equation
AIMS Mathematics | 2022-06-17 | Paper |
Numerical simulations for initial value inversion problem in a two-dimensional degenerate parabolic equation
AIMS Mathematics | 2022-06-17 | Paper |
| scientific article; zbMATH DE number 7338351 (Why is no real title available?) | 2021-04-26 | Paper |
Uniqueness for an inverse source problem in degenerate parabolic equations
Journal of Mathematical Analysis and Applications | 2020-04-17 | Paper |
Numerical simulation for an inverse source problem in a degenerate parabolic equation
Applied Mathematical Modelling | 2020-01-09 | Paper |
Multi-parameters identification problem for a degenerate parabolic equation
Journal of Computational and Applied Mathematics | 2019-11-05 | Paper |
An inverse volatility problem of financial products linked with gold price
Bulletin of the Iranian Mathematical Society | 2019-08-23 | Paper |
An inverse problem of identifying the diffusion coefficient in a coupled parabolic‐elliptic system
Mathematical Methods in the Applied Sciences | 2018-07-11 | Paper |
An inverse backward problem for degenerate parabolic equations
Numerical Methods for Partial Differential Equations | 2018-02-19 | Paper |
| scientific article; zbMATH DE number 6712613 (Why is no real title available?) | 2017-05-08 | Paper |
Numerical identification of source terms for a two dimensional heat conduction problem in polar coordinate system
Applied Mathematical Modelling | 2016-12-07 | Paper |
Recovery of time-dependent volatility in option pricing model
Inverse Problems | 2016-12-02 | Paper |
An inverse problem of identifying the source coefficient in a degenerate heat equation
Inverse Problems in Science and Engineering | 2015-12-09 | Paper |
An inverse radiative coefficient problem arising in a two-dimensional heat conduction equation with a homogeneous Dirichlet boundary condition in a circular section
Journal of Mathematical Analysis and Applications | 2015-11-18 | Paper |
Identifying the diffusion coefficient by optimization from the final observation
Applied Mathematics and Computation | 2015-06-18 | Paper |
An inverse problem of identifying the radiative coefficient in a degenerate parabolic equation
Chinese Annals of Mathematics. Series B | 2014-09-12 | Paper |
An optimal control method for nonlinear inverse diffusion coefficient problem
Journal of Optimization Theory and Applications | 2014-07-14 | Paper |
Uniqueness and stability of the minimizer for a binary functional arising in an inverse heat conduction problem
Journal of Mathematical Analysis and Applications | 2011-07-18 | Paper |
An inverse problem of identifying the coefficient of first-order in a degenerate parabolic equation
Journal of Computational and Applied Mathematics | 2011-07-08 | Paper |
An inverse problem arisen in the zero-coupon bond pricing
Nonlinear Analysis. Real World Applications | 2010-06-03 | Paper |
An inverse problem of identifying the coefficient in a nonlinear parabolic equation
Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods | 2009-12-18 | Paper |
Two regularization strategies for an evolutional type inverse heat source problem
Journal of Physics A: Mathematical and Theoretical | 2009-12-14 | Paper |
Identifying the radiative coefficient of an evolutional type heat conduction equation by optimization method
Journal of Mathematical Analysis and Applications | 2009-11-30 | Paper |
Optimization method for the inverse problem of reconstructing the source term in a parabolic equation
Mathematics and Computers in Simulation | 2009-11-16 | Paper |
Identifying the radiative coefficient of heat conduction equations from discrete measurement data
Applied Mathematics Letters | 2009-06-09 | Paper |
| An inverse problem of zero-coupon bond pricing | 2008-11-24 | Paper |
| scientific article; zbMATH DE number 5370759 (Why is no real title available?) | 2008-11-24 | Paper |
An inverse problem of identifying the coefficient of parabolic equation
Applied Mathematical Modelling | 2008-10-22 | Paper |
Identifying the coefficient of first-order in parabolic equation from final measurement data
Mathematics and Computers in Simulation | 2008-04-28 | Paper |
Optimization method for an evolutional type inverse heat conduction problem
Journal of Physics A: Mathematical and Theoretical | 2008-02-04 | Paper |
An inverse problem of determining the implied volatility in option pricing
Journal of Mathematical Analysis and Applications | 2008-01-28 | Paper |
| scientific article; zbMATH DE number 5159421 (Why is no real title available?) | 2007-05-30 | Paper |
| scientific article; zbMATH DE number 2219530 (Why is no real title available?) | 2005-10-27 | Paper |
