scientific article

DOI10.12012/1009-1327(2016)01-0076-08zbMath1389.91126MaRDI QIDQ2983422

Yi-Xin Dou, Jianhua Fu

Publication date: 17 May 2017

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

sparsity regularizationBlack-Scholes option pricing modelhomotopy perturbation sparsity regularization methodparameters reconstructionTodaro model

Mathematics Subject Classification ID

Numerical methods (including Monte Carlo methods) (91G60) Derivative securities (option pricing, hedging, etc.) (91G20) Numerical solutions to equations with nonlinear operators (65J15) Numerical solutions of ill-posed problems in abstract spaces; regularization (65J20)

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