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zbMath1231.91476MaRDI QIDQ3008289

Chang Jin, Qing-Hua Ma, Zuo-liang Xu

Publication date: 15 June 2011

Full work available at URL: http://ebooks.worldscinet.com/ISBN/9789814327862/9789814327862_0009.html

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

zbMATH Keywords

regularization relative entropy volatility Gauss-Newton method jump diffusion model

Mathematics Subject Classification ID

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

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