Regularization for the inverse problem of finding the purely time-dependent volatility (Q331596)
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scientific article; zbMATH DE number 6644456
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Regularization for the inverse problem of finding the purely time-dependent volatility |
scientific article; zbMATH DE number 6644456 |
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Regularization for the inverse problem of finding the purely time-dependent volatility (English)
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27 October 2016
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calibration
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volatility
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ill-posed
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regularization
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