Parameters identification for an inverse problem arising from a binary option using a Bayesian inference approach-Reference-Cited by-同舟云学术

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Parameters identification for an inverse problem arising from a binary option using a Bayesian inference approach

Published:2023-02 Issue: Volume:17 Page:100353
ISSN:2590-0374
Container-title:Results in Applied Mathematics
language:en
Short-container-title:Results in Applied Mathematics

Author:

Ota Yasushi^ORCID,Jiang Yu,Maki Daiki

Funder

Japan Society for the Promotion of Science

Publisher

Elsevier BV

Subject

Applied Mathematics

Reference29 articles.

1. Inverse heat transfer problems;Alifanov,1997

2. Inverse heat conduction: ill-posed problems;Beck,1985

3. Uniqueness, stability and numerical methods for the inverse problem that arises in financial markets;Bouchouev;Inverse Problems,1999

4. Pricing with a smil;Dupire;Risk,1994

5. The pricing of options and corporate liabilities;Black;J Polit Econ,1973

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1. Electronic and thermoelectric properties of the 2D Cu₂FeSnS₄: DFT study;Modern Physics Letters B;2023-07-19

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