Belomestny, Denis; Reiß, Markus - Sonderforschungsbereich 649: Ökonomisches Risiko, … - 2006
that this inverse problem is in general severely ill-posed and we derive exact minimax rates of convergence. The estimation … market prices of vanilla options. We show that this inverse problem is in
general severely ill-posed and we derive exact …¶evy model the estimation problem
is in general severely ill-posed, that is, the estimation error for any part of
the L …