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A number of flexible distributions (generalized beta of the second kind, inverse hyperbolic sine (IHS), <InlineEquation ID="IEq1"> <EquationSource Format="TEX">$$g$$</EquationSource> <EquationSource Format="MATHML"> <math xmlns:xlink="http://www.w3.org/1999/xlink"> <mi>g</mi> </math> </EquationSource> </InlineEquation>-and-<InlineEquation ID="IEq2"> <EquationSource Format="TEX">$$h$$</EquationSource> <EquationSource Format="MATHML"> <math xmlns:xlink="http://www.w3.org/1999/xlink"> <mi>h</mi> </math> </EquationSource> </InlineEquation>, Weibull, Burr-3, Burr-12, generalized gamma, reciprocal gamma) are examined in the setting of option-pricing to explore potential improvements over the...</equationsource></equationsource></inlineequation></equationsource></equationsource></inlineequation>
Persistent link: https://www.econbiz.de/10011242012
This work deals with the use of the conjugate gradient method in conjunction with an adjoint problem formulation for the simultaneous estimation of the spatially varying diffusion coefficient and of the source term distribution in a one-dimensional nonlinear diffusion problem. In the present...
Persistent link: https://www.econbiz.de/10010749138