Some notes about the continuous-in-time financial model

DOI10.1155/2017/6985820zbMath1470.91335OpenAlexW2597700698WikidataQ59142385 ScholiaQ59142385MaRDI QIDQ1667564

Tarik Chakkour

Publication date: 30 August 2018

Published in: Abstract and Applied Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2017/6985820

Mathematics Subject Classification ID

Spectrum, resolvent (47A10) Financial applications of other theories (91G80)

Related Items (1)

Inverse problem stability of a continuous-in-time financial model

Cites Work

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• Comparing parameter choice methods for regularization of ill-posed problems
• Invertibility and spectrum localization of non-self-adjoint operators
• The discrete Picard condition for discrete ill-posed problems
• The spectrum of a Schrödinger operator in \(L_ p({\mathbb{R}}^{\nu})\) is p-independent
• Operator functions and localization of spectra
• An Introduction to Inverse Scattering and Inverse Spectral Problems

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