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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]

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Vitaly L. Kamynin

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Tatiana I. Bukharova

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