Parameters identification for an inverse problem arising from a binary option using a Bayesian inference approach
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Publication:2690099
DOI10.1016/j.rinam.2022.100353OpenAlexW4313705950MaRDI QIDQ2690099
Publication date: 15 March 2023
Published in: Results in Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2205.11012
Actuarial science and mathematical finance (91Gxx) Miscellaneous topics in partial differential equations (35Rxx) Probabilistic methods, stochastic differential equations (65Cxx)
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