Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1708278 | Applied Mathematics Letters | 2011 | 5 Pages |
Abstract
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.
Keywords
Related Topics
Physical Sciences and Engineering
Engineering
Computational Mechanics
Authors
Cynthia Lester, Xiaoyue Luo, Ruya Huang,