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Some Notes about the Continuous-in-Time Financial Model

Author

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  • Tarik Chakkour

    (LMBA - Laboratoire de Mathématiques de Bretagne Atlantique - UBS - Université de Bretagne Sud - UBO - Université de Brest - CNRS - Centre National de la Recherche Scientifique)

Abstract

In this paper, we investigate the properties of operators in the continuous-in-time model which is designed to be used for the finances of public institutions. These operators are involved in the inverse problem of this model. We discuss this inverse problem in Schwartz space that we prove the uniqueness theorem.

Suggested Citation

  • Tarik Chakkour, 2017. "Some Notes about the Continuous-in-Time Financial Model," Post-Print hal-01584982, HAL.
    • Handle: RePEc:hal:journl:hal-01584982
    DOI: 10.1155/2017/6985820
    Note: View the original document on HAL open archive server: https://hal.science/hal-01584982
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    References listed on IDEAS

    as
    1. Emmanuel Frenod & Tarik Chakkour, 2016. "A continuous-in-time financial model," Post-Print hal-01249324, HAL.
    2. Tarik Chakkour & Emmanuel Frénod, 2016. "Inverse problem and concentration method of a continuous-in-time financial model," International Journal of Financial Engineering (IJFE), World Scientific Publishing Co. Pte. Ltd., vol. 3(02), pages 1-20, June.
    3. Bauer, Frank & Lukas, Mark A., 2011. "Comparingparameter choice methods for regularization of ill-posed problems," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 81(9), pages 1795-1841.
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