Ill-posedness versus ill-conditioning–an example from inverse option pricing (Q3497834)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Ill-posedness versus ill-conditioning–an example from inverse option pricing |
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Ill-posedness versus ill-conditioning–an example from inverse option pricing (English)
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28 May 2008
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inverse problem of option pricing
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volatility calibration
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Nemytskii operator
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regularization
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