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On the inverse problem of Dupire's education with nonlocal boundary and integral conditions

Coskun Guler, Volkan Oban
Year of publication:
November 2017
Authors: Guler, Coskun ; Oban, Volkan
Published in:
Journal of mathematical finance. - [S.l.] : Scientific Research, ISSN 2162-2434, ZDB-ID 2657377-5. - Vol. 7.2017, 4, p. 934-940
Subject: Mathematical Finance | Dupire’s Formula | Dupire’s Equation | Local Volatility | Diffusion Equation | Inverse Problem | Well-Posedness | Volatilität | Volatility | Finanzmathematik | Mathematical finance | Optionspreistheorie | Option pricing theory | Stochastischer Prozess | Stochastic process
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