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Local regularization of the Magnetic-Binary problem

โœ Scribed by A. G. Mavraganis


Publisher
Springer Netherlands
Year
1983
Tongue
English
Weight
415 KB
Volume
30
Category
Article
ISSN
1572-9478

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โœ Cynthia Lester; Xiaoyue Luo; Ruya Huang ๐Ÿ“‚ Article ๐Ÿ“… 2011 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 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.