Parameter identification problem for a parabolic equation – application to the Black–Scholes option pricing model (Q5745504)
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scientific article; zbMATH DE number 6252318
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Parameter identification problem for a parabolic equation – application to the Black–Scholes option pricing model |
scientific article; zbMATH DE number 6252318 |
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Parameter identification problem for a parabolic equation – application to the Black–Scholes option pricing model (English)
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30 January 2014
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ill-posed problems
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error estimation
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parameter identification
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Black-Scholes model
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