17

Well-posed and ill-posed situations in option pricing problems when the volatility is purely time-dependent

Année:
2003
Langue:
english
Fichier:
PDF, 157 KB
english, 2003
18

On a decoupling approach in inverse option pricing

Année:
2007
Langue:
english
Fichier:
PDF, 81 KB
english, 2007
30

On the nature of ill-posedness of an inverse problem arising in option pricing

Année:
2003
Langue:
english
Fichier:
PDF, 241 KB
english, 2003
32

On Tikhonov regularization in Banach spaces – optimal convergence rates results

Année:
2009
Langue:
english
Fichier:
PDF, 193 KB
english, 2009
37

Approximate source conditions for nonlinear ill-posed problems—chances and limitations

Année:
2009
Langue:
english
Fichier:
PDF, 301 KB
english, 2009
38

Tikhonov regularization in Banach spaces—improved convergence rates results

Année:
2009
Langue:
english
Fichier:
PDF, 306 KB
english, 2009
39

Accelerated Landweber iteration in Banach spaces

Année:
2010
Langue:
english
Fichier:
PDF, 597 KB
english, 2010
45

On decoupling of volatility smile and term structure in inverse option pricing

Année:
2006
Langue:
english
Fichier:
PDF, 199 KB
english, 2006