An Inverse Problem for a Parabolic Variational Inequality with an Integro-Differential Operator (Q3617231)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An Inverse Problem for a Parabolic Variational Inequality with an Integro-Differential Operator |
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An Inverse Problem for a Parabolic Variational Inequality with an Integro-Differential Operator (English)
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27 March 2009
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Lévy process
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American options
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model calibration
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inverse problem
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variational inequality
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optimality conditions
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