Some Analysis of Tikhonov Regularization for the Inverse Problem of Option Pricing in the Price-Dependent Case
Torsten Hein
Technische Universität Chemnitz, Germany
![Some Analysis of Tikhonov Regularization for the Inverse Problem of Option Pricing in the Price-Dependent Case cover](/_next/image?url=https%3A%2F%2Fcontent.ems.press%2Fassets%2Fpublic%2Fimages%2Fserial-issues%2Fcover-zaa-volume-24-issue-3.png&w=3840&q=90)
Cite this article
Torsten Hein, Some Analysis of Tikhonov Regularization for the Inverse Problem of Option Pricing in the Price-Dependent Case. Z. Anal. Anwend. 24 (2005), no. 3, pp. 593–609
DOI 10.4171/ZAA/1258