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zbMath1231.91478MaRDI QIDQ3008296

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_0014.html

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

zbMATH Keywords

regularization ill-posed volatility function option pricing problems projective gradient methods

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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