Identifying the implied volatility using the total variation regularization
type: Item
instance of: scholarly article
title: Identifying the implied volatility using the total variation regularization
author: Yun Liu
author: Xijuan Liu
published in: Boundary Value Problems
publication date: 2018-12-20T00:00:00Z
Mathematics Subject Classification ID: 35-XX
Mathematics Subject Classification ID: 34-XX
zbMATH DE Number: 6996316
zbMATH Keywords: inverse volatility problem
zbMATH Keywords: optimal control
zbMATH Keywords: total variation regularization
zbMATH Keywords: existence
zbMATH Keywords: necessary condition
zbMATH Keywords: uniqueness
zbMATH Keywords: stability and convergence
MaRDI profile type: Publication
full work available at URL: s13661-018-0926-x
OpenAlex ID: W2783136881
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DOI: 10.1186/S13661-018-0926-X
description: scientific article; zbMATH DE number 6996316