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"An Inverse Problem for a Parabolic Variational Inequality Arising in ..."

Yves Achdou (2005)

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DOI: 10.1137/S0363012903424423

access: closed

type: Journal Article

metadata version: 2020-07-09

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Yves Achdou:
An Inverse Problem for a Parabolic Variational Inequality Arising in Volatility Calibration with American Options. SIAM J. Control. Optim. 43(5): 1583-1615 (2005)

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