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On Maximum Entropy Regularization for a Specific Inverse Problem of Option Pricing

JOURNAL ARTICLE published 1 January 2005 in Journal of Inverse and Ill-Posed Problems

Authors: B. Hofmann | R. Krämer

On maximum entropy regularization for a specific inverse problem of option pricing

JOURNAL ARTICLE published January 2005 in Journal of Inverse and Ill-posed Problems

Authors: B. Hofmann | R. Krämer

CHAPTER 1. Equations and relations in inverse and ill-posed problems

BOOK CHAPTER published 31 December 1997 in Formulas in Inverse and Ill-Posed Problems

Diffusion, moments and entropy

JOURNAL ARTICLE published 1997 in Journal of Inverse and Ill-Posed Problems

Authors: G. INGLESE

Chapter 1. The formulas and constructive methods for solving inverse problems of source determination

BOOK CHAPTER published 31 December 1997 in Inverse and Ill-Posed Sources Problems

CHAPTER 5. The analytical representation of solutions of some inverse and ill-posed problems

BOOK CHAPTER published 31 December 1997 in Formulas in Inverse and Ill-Posed Problems

Conditional stability stopping rule for gradient methods applied to inverse and ill-posed problems

JOURNAL ARTICLE published December 2006 in Journal of Inverse and Ill-posed Problems

Authors: S. I. Kabanikhin

An Overview of Numerical Methods for Nonlinear Ill-Posed Problems

BOOK CHAPTER published 1987 in Inverse and Ill-Posed Problems

Authors: Curtis R. Vogel

The problems of linear and quadratic programming for ill-posed problems on some compact sets

JOURNAL ARTICLE published September 2003 in Journal of Inverse and Ill-posed Problems

Authors: V. N. Titarenko | A. G. Yagola

Finite moment problems: geometry of the data space and conditioned maximum entropy solutions

JOURNAL ARTICLE published 1995 in Journal of Inverse and Ill-Posed Problems

Authors: G. INGLESE

Conditional stability stopping rule for gradient methods applied to inverse and ill-posed problems

JOURNAL ARTICLE published 1 December 2006 in Journal of Inverse and Ill-Posed Problems

Authors: S. I. Kabanikhin

Bibliography

BOOK CHAPTER published 31 December 1997 in Inverse and Ill-Posed Sources Problems

Frontmatter

BOOK CHAPTER published 31 December 1997 in Inverse and Ill-Posed Sources Problems

Introduction

BOOK CHAPTER published 31 December 1997 in Inverse and Ill-Posed Sources Problems

Chapter 2. Correctness of certain inverse problems

BOOK CHAPTER published 31 December 1997 in Inverse and Ill-Posed Sources Problems

Contents

BOOK CHAPTER published 31 December 1997 in Inverse and Ill-Posed Sources Problems

Convergence rate estimation of gradient methodsviaconditional stability of inverse and ill-posed problems

JOURNAL ARTICLE published May 2005 in Journal of Inverse and Ill-posed Problems

Authors: S. I. Kabanikhin

Methods for solving dynamic inverse problems for hyperbolic equations

JOURNAL ARTICLE published 1 October 2004 in Journal of Inverse and Ill-Posed Problems

Authors: S.I. Kabanikhin

Fast fully iterative Newton-type methods for inverse problems

JOURNAL ARTICLE published June 2007 in Journal of Inverse and Ill-posed Problems

Authors: H. Egger

Monotonicity based imaging methods for elliptic and parabolic inverse problems

JOURNAL ARTICLE published September 2006 in Journal of Inverse and Ill-posed Problems

Authors: A. Tamburrino