A stability estimate of an inverse problem in financial prospection.

DOI10.1016/S0096-3003(03)00308-4zbMath1060.91072MaRDI QIDQ1428597

Ali Sever

Publication date: 29 March 2004

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

zbMATH Keywords

RegularizationOption pricingIll-posed problems

Mathematics Subject Classification ID

Numerical methods for inverse problems for integral equations (65R32)

Related Items (2)

A linearization-based solution to an inverse problem in financial markets ⋮ Determination of an unknown source term and the temperature distribution for the linear heat equation involving fractional derivative in time

Cites Work

• Unnamed Item
• The Pricing of Options and Corporate Liabilities
• On a regularization problem
• The inverse problem of option pricing
• Numerical implementation of an integral equation method for the inverse conductivity problem
• Linear integral equations
• Inverse problems for partial differential equations

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