An Inverse Problem for a Parabolic Variational Inequality Arising in Volatility Calibration with American Options

✍ Scribed by Achdou, Yves

• Book ID: 118207929
• Publisher: Society for Industrial and Applied Mathematics
• Year: 2005
• Tongue: English
• Weight: 364 KB
• Volume: 43
• Category: Article
• ISSN: 0363-0129
• DOI: 10.1137/s0363012903424423