On nonlinear ill-posed inverse problems with applications to pricing of defaultable bonds and option pricing
type: Item
instance of: scholarly article
title: On nonlinear ill-posed inverse problems with applications to pricing of defaultable bonds and option pricing
zbMATH Open document ID: 1213.91073
author: Demian Pouzo
author: Xiaohong Chen
published in: Science in China. Series A
publication date: 2009-12-07T00:00:00Z
Mathematics Subject Classification ID: 91B25
Mathematics Subject Classification ID: 91G20
Mathematics Subject Classification ID: 65J22
Mathematics Subject Classification ID: 62G20
Mathematics Subject Classification ID: 62G05
zbMATH DE Number: 5643437
zbMATH Keywords: nonlinear ill-posed inverse problems
zbMATH Keywords: Hilbert scales
zbMATH Keywords: optimal convergence rates
zbMATH Keywords: pricing of defaultable bonds
zbMATH Keywords: option prices
MaRDI profile type: Publication
full work available at URL: s11425-009-0058-y
OpenAlex ID: W2050795749
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DOI: 10.1007/S11425-009-0058-Y
description: scientific article; zbMATH DE number 5643437