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

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Bibliographic Details
Published inInverse problems Vol. 21; no. 3; pp. 1027 - 1045
Main Authors Egger, Herbert, Engl, Heinz W
Format Journal Article
LanguageEnglish
Published Bristol IOP Publishing 01.06.2005
Institute of Physics
Subjects
Exact sciences and technology
Physics
Inverse problems
Digital simulation
Convergence rate
Mapping manifolds
Nonlinearity
Time constant
Tikhonov regularization
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ISSN:0266-5611
1361-6420
DOI:10.1088/0266-5611/21/3/014