Total variation regularization analysis for inverse volatility option pricing problem
type: Item
instance of: scholarly article
title: Total variation regularization analysis for inverse volatility option pricing problem
DOI: 10.1080/00207160.2024.2345660
author: Q6581410
author: Zui-Cha Deng
author: C. N. Sam
author: Y. C. Hon
published in: International Journal of Computer Mathematics
publication date: 2024-07-30T00:00:00Z
Mathematics Subject Classification ID: 35R30
Mathematics Subject Classification ID: 49J20
zbMATH DE Number: 7889419
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 7889419