Author:
Albani Vinicius,Cezaro Adriano De,Zubelli Jorge P.
Publisher
American Institute of Mathematical Sciences (AIMS)
Subject
Control and Optimization,Discrete Mathematics and Combinatorics,Modeling and Simulation,Analysis
Reference27 articles.
1. Convex regularization of local volatility estimation in a discrete setting,;V. Albani;Submitted (SSRN ID: 2308138),2308
2. Online local volatility calibration by convex regularization,;V. Albani;Appl. Anal. Discrete Math.,2014
3. Regularization properties of the sequential discrepancy principle for Tikhonov regularization in Banach spaces,;S. Anzengruber;Appl. Anal.,2014
4. Morozov's discrepancy principle for Tikhonov-type functionals with nonlinear operators,;S. Anzengruber;Inverse Problems,2010
5. Convergence rates for Morozov's discrepancy principle using variational inequalities,;S. Anzengruber;Inverse Problems,2011
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