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"On local regularization for an inverse problem of option pricing."

Cynthia Lester, Xiaoyue Luo, Ruya Huang (2011)

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DOI: 10.1016/J.AML.2011.03.007

access: closed

type: Journal Article

metadata version: 2017-05-26

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Cynthia Lester, Xiaoyue Luo, Ruya Huang:
On local regularization for an inverse problem of option pricing. Appl. Math. Lett. 24(9): 1481-1485 (2011)

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