Tikhonov regularization applied to the inverse problem of option pricing: convergence analysis and rates

By Herbert Egger, Heinz W. Engl. 2005

207 citations recorded by the source corpus.

Subfields: Finance, Mathematical Physics, Ocean Engineering

View Paper: https://www.semanticscholar.org/paper/35b284bb43532a8c63b25a2f916214ac7f1ed429