18

On a decoupling approach in inverse option pricing

Year:
2007
Language:
english
File:
PDF, 81 KB
english, 2007
30

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

Year:
2003
Language:
english
File:
PDF, 241 KB
english, 2003
32

On Tikhonov regularization in Banach spaces – optimal convergence rates results

Year:
2009
Language:
english
File:
PDF, 193 KB
english, 2009
37

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

Year:
2009
Language:
english
File:
PDF, 301 KB
english, 2009
38

Tikhonov regularization in Banach spaces—improved convergence rates results

Year:
2009
Language:
english
File:
PDF, 306 KB
english, 2009
39

Accelerated Landweber iteration in Banach spaces

Year:
2010
Language:
english
File:
PDF, 597 KB
english, 2010
45

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

Year:
2006
Language:
english
File:
PDF, 199 KB
english, 2006