Title of article
On local regularization for an inverse problem of option pricing
Author/Authors
Lester، نويسنده , , Cynthia and Luo، نويسنده , , Xiaoyue and Huang، نويسنده , , Ruya، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2011
Pages
5
From page
1481
To page
1485
Abstract
We explore the theoretical and numerical application of local regularization methods to an ill-posed inverse problem arising from financial option pricing. In addition, we provide an algorithm and show results through numerical examples.
Keywords
Option prices , Local regularization , Inverse problem
Journal title
Applied Mathematics Letters
Serial Year
2011
Journal title
Applied Mathematics Letters
Record number
1527977
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