scientific article; zbMATH DE number 2030325

zbMath1057.35094MaRDI QIDQ4442576

Peijun Li, Guanquan Zhang

Publication date: 1 March 2004

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

zbMATH Keywords

bond pricingderivative security pricingIto processinterest rate identification

Mathematics Subject Classification ID

Microeconomic theory (price theory and economic markets) (91B24) Inverse problems for PDEs (35R30) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60)

Related Items (5)

Uniqueness for an inverse source problem in degenerate parabolic equations ⋮ Optimization method for a multi-parameters identification problem in degenerate parabolic equations ⋮ Identifying the coefficient of first-order in parabolic equation from final measurement data ⋮ An inverse problem of identifying the coefficient of first-order in a degenerate parabolic equation ⋮ An inverse problem arisen in the zero-coupon bond pricing

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