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scientific article; zbMATH DE number 6999659 - MaRDI portal

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Publication:4645358

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zbMath1419.91650MaRDI QIDQ4645358

Ibtissam Medarhri, Aziz Darouichi, Abdelilah Jraifi, Ilias Elmouki, Rajae Aboulaich

Publication date: 10 January 2019

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

zbMATH Keywords

inverse problem calibration Tikhonov regularization optimization method Dupire-like equation SVJ model

Mathematics Subject Classification ID

Numerical methods (including Monte Carlo methods) (91G60) Optimal stochastic control (93E20) Derivative securities (option pricing, hedging, etc.) (91G20) Numerical methods for inverse problems for initial value and initial-boundary value problems involving PDEs (65M32)

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