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Publication Cover
Applicable Analysis
An International Journal
Volume 87, 2008 - Issue 4
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Original Articles

Ill-posedness versus ill-conditioning–an example from inverse option pricing

Romy Krämer Faculty of Mathematics, Chemnitz University of Technology, Reichenhainer Straße 41, Chemnitz, GermanyCorrespondence[email protected]
&
Matthias Richter Faculty of Mathematics, Chemnitz University of Technology, Reichenhainer Straße 41, Chemnitz, Germany
Pages 465-477 | Received 12 Oct 2007, Accepted 04 Mar 2008, Published online: 18 Apr 2008

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Read on this site (2)

Dang Duc Trong, Dinh Ngoc Thanh, Nguyen Nhu Lan & Pham Hoang Uyen. (2014) Calibration of the purely T-dependent Black–Scholes implied volatility. Applicable Analysis 93:4, pages 859-874.
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B. Hofmann, R. Krämer & M. Richter. (2009) Some aspects of parameter identification in a mean reverting financial asset model with time-dependent volatility. International Journal of Computer Mathematics 86:6, pages 992-1008.
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Articles from other publishers (3)

Hamada Imtara, Noori Al-Waili, Meryem Bakour, Wail Al-Waili & Badiaa Lyoussi. (2018) Evaluation of antioxidant, diuretic, and wound healing effect of Tulkarm honey and its effect on kidney function in rats. Veterinary World 11:10, pages 1491-1499.
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Qinghua Ma, Zuoliang Xu & Liping Wang. (2015) Recovery of the local volatility function using regularization and a gradient projection method. Journal of Industrial & Management Optimization 11:2, pages 421-437.
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R. Krämer & P. Mathé. (2008) Modulus of continuity of Nemytskii operators with application to the problem of option pricing. Journal of Inverse and Ill-posed Problems 16:5.
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