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On some inverse problems for the Black-Scholes equation - MaRDI portal

On some inverse problems for the Black-Scholes equation (Q6197727)

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scientific article; zbMATH DE number 7821034
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English
On some inverse problems for the Black-Scholes equation
scientific article; zbMATH DE number 7821034

    Statements

    title
    On some inverse problems for the Black-Scholes equation (English)
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    author
    Sergei G. Pyatkov
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    Q6197726
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    publication date
    20 March 2024
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    zbMATH DE Number
    7821034
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    zbMATH Keywords
    Black-Scholes equation
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    inverse problem
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    volatility coefficient
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    cites work
    Q4442538
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    Q4169289
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    Q5548525
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    Q4327845
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    Q3470985
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