A perturbative approach for reconstructing diffusion coefficients (Q1827346)
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scientific article; zbMATH DE number 2083370
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A perturbative approach for reconstructing diffusion coefficients |
scientific article; zbMATH DE number 2083370 |
Statements
A perturbative approach for reconstructing diffusion coefficients (English)
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6 August 2004
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diffusion coefficient
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parabolic equation
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volatility
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strike price
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European option
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numerical experiments
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inverse problem
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integral equation method
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