Some Notes about the Continuous-in-Time Financial Model
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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
- Emmanuel Frenod & Tarik Chakkour, 2016. "A continuous-in-time financial model," Post-Print hal-01249324, HAL.
- 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.
- 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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Keywords
Inverse problem; ill-posed problems; adjoint operators; Schwartz space; financial model;All these keywords.
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