On Inverse Problem of Determination of the Coefficient in the Black-Scholes Type Equation

DOI10.1007/978-3-030-11539-5_35zbMath1434.91068OpenAlexW2913455937MaRDI QIDQ5235301

T. I. Bukharova, Vitaly L. Kamynin

Publication date: 10 October 2019

Published in: Finite Difference Methods. Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-030-11539-5_35

Mathematics Subject Classification ID

Numerical methods (including Monte Carlo methods) (91G60) Initial-boundary value problems for second-order parabolic equations (35K20) Inverse problems for PDEs (35R30) Numerical methods for inverse problems for initial value and initial-boundary value problems involving PDEs (65M32)

Related Items (3)

Numerical recovery of a time-dependent potential in subdiffusion ^* ⋮ Inverse problems of finding the lower term in a multidimensional degenerate parabolic equation ⋮ Inverse problem of determining the absorption coefficient in a degenerate parabolic equation in the class of \(L_2\)-functions

This page was built for publication: On Inverse Problem of Determination of the Coefficient in the Black-Scholes Type Equation