𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Local Regularization for the Nonlinear Inverse Autoconvolution Problem

✍ Scribed by Dai, Zhewei; Lamm, Patricia K.

Book ID
118191020
Publisher
Society for Industrial and Applied Mathematics
Year
2008
Tongue
English
Weight
449 KB
Volume
46
Category
Article
ISSN
0036-1429

No coin nor oath required. For personal study only.

πŸ“œ SIMILAR VOLUMES

On local regularization for an inverse p
On local regularization for an inverse problem of option pricing
✍ Cynthia Lester; Xiaoyue Luo; Ruya Huang πŸ“‚ Article πŸ“… 2011 πŸ› Elsevier Science 🌐 English βš– 267 KB

We explore the theoretical and numerical application of local regularization methods to an ill-posed inverse problem arising from financial option pricing. In addition, we provide an algorithm and show results through numerical examples.