Identifying the implied volatility using the total variation regularization (Q1633709)
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scientific article; zbMATH DE number 6996316
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Identifying the implied volatility using the total variation regularization |
scientific article; zbMATH DE number 6996316 |
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Identifying the implied volatility using the total variation regularization (English)
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20 December 2018
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inverse volatility problem
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optimal control
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total variation regularization
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existence
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necessary condition
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uniqueness
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stability and convergence
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