Parameter identification problem for a parabolic equation – application to the Black–Scholes option pricing model
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Publication:5745504
DOI10.1515/JIP-2012-0043zbMath1279.65113OpenAlexW2321694781MaRDI QIDQ5745504
Anatoly G. Yagola, Hideo Kubo, Yury Korolev
Publication date: 30 January 2014
Published in: jiip (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1515/jip-2012-0043
Ill-posedness and regularization problems in numerical linear algebra (65F22) Numerical methods for inverse problems for initial value and initial-boundary value problems involving PDEs (65M32) Numerical methods for ill-posed problems for boundary value problems involving PDEs (65N20)
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