An Evaluation of novel method of Ill-Posed Problem for the Black-Scholes Equation solution

arXiv2011.09136MaRDI QIDQ6354012

Unnamed Author, Tianyang Wang, Kirill V. Golubnichiy

Publication date: 18 November 2020

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Ill-posed problems for PDEs (35R25) Inverse problems for PDEs (35R30) Numerical methods for ill-posed problems for initial value and initial-boundary value problems involving PDEs (65M30)

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