On Inverse Problem of Determination of the Coefficient in the Black-Scholes Type Equation

Vitaly L. Kamynin, Tatiana I. Bukharova. On Inverse Problem of Determination of the Coefficient in the Black-Scholes Type Equation. In Ivan Dimov, István Faragó, Lubin G. Vulkov, editors, Finite Difference Methods. Theory and Applications - 7th International Conference, FDM 2018, Lozenetz, Bulgaria, June 11-16, 2018, Revised Selected Papers. Volume 11386 of Lecture Notes in Computer Science, pages 313-320, Springer, 2018. [doi]

Abstract

Abstract is missing.