An inverse problem arisen in the zero-coupon bond pricing
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Publication:974534
DOI10.1016/j.nonrwa.2009.02.011zbMath1189.35372OpenAlexW2053486313MaRDI QIDQ974534
Jian-Ning Yu, Liu Yang, Zui-Cha Deng
Publication date: 3 June 2010
Published in: Nonlinear Analysis. Real World Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.nonrwa.2009.02.011
Inverse problems for PDEs (35R30) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Existence theories for optimal control problems involving partial differential equations (49J20) PDEs in connection with control and optimization (35Q93)
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