A stability estimate of an inverse problem in financial prospection-Reference-Cited by-同舟云学术

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A stability estimate of an inverse problem in financial prospection

Published:2004-03 Issue:3 Volume:150 Page:803-810
ISSN:0096-3003
Container-title:Applied Mathematics and Computation
language:en
Short-container-title:Applied Mathematics and Computation

Author:

Sever Ali

Publisher

Elsevier BV

Subject

Applied Mathematics,Computational Mathematics

Reference9 articles.

1. The inverse problem of option pricing;Bouchouev;Journal of Inverse Problems,1997

2. The pricing of options and corporate liabilities;Black;Journal of Political Economy,1973

3. B. Dupire, Pricing and Hedging with smiles, Preprint Paribas Capital Markets, 1993

4. Pricing with smiles;Dupire;RISK,1994

5. Inverse problems for PDE;Isakov,1998

Cited by 2 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Determination of an unknown source term and the temperature distribution for the linear heat equation involving fractional derivative in time;Applied Mathematics and Computation;2011-09

2. A linearization-based solution to an inverse problem in financial markets;Applied Mathematics and Computation;2007-05

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