Inverse problem and concentration method of a continuous-in-time financial model
Author:
Affiliation:
1. Laboratory of Mathematics of Atlantic Brittany, University of Bretagne-Sud, UMR 6205, LMBA, F-56000 Vannes, France
Abstract
Publisher
World Scientific Pub Co Pte Lt
Link
https://www.worldscientific.com/doi/pdf/10.1142/S242478631650016X
Reference5 articles.
1. Tikhonov regularization applied to the inverse problem of option pricing: convergence analysis and rates
2. Theory of Finance from the Perspective of Continuous Time
3. Continuous-Time Methods in Finance: A Review and an Assessment
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1. Parallel computation to bidimensional heat equation using MPI/CUDA and FFTW package;Frontiers in Computer Science;2024-01-11
2. Some inverse problem remarks of a continuous-in-time financial model in L^1([t_I,Theta_{max}]);Mathematical Modeling and Computing;2023
3. Application of Two-dimensional Finite Volume Method to Protoplanetary Disks;International Journal of Mechanics;2021-10-20
4. Inverse Problem Stability of a Continuous-in-Time Financial Model;Acta Mathematica Scientia;2019-07-10
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