Modulus of continuity of Nemytskii operators with application to the problem of option pricing

DOI10.1515/JIIP.2008.024zbMath1152.91526OpenAlexW1981576185MaRDI QIDQ3529873

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Publication date: 14 October 2008

Published in: JIIP (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/jiip.2008.024

Mathematics Subject Classification ID

Particular nonlinear operators (superposition, Hammerstein, Nemytski?, Uryson, etc.) (47H30) Financial applications of other theories (91G80) Derivative securities (option pricing, hedging, etc.) (91G20) Numerical solutions to equations with nonlinear operators (65J15)

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Cites Work

• Analysis of Profile Functions for General Linear Regularization Methods
• On the nature of ill-posedness of an inverse problem arising in option pricing