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Inverse Problems

Volumn 13, Issue 4, 1997, Pages

The inverse problem of option pricing

(2) Bouchouev, Ilia a Isakov, Victor a

a WICHITA STATE UNIVERSITY (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0042806513 PISSN: 02665611 EISSN: None Source Type: Journal
DOI: 10.1088/0266-5611/13/5/001 Document Type: Article

Times cited : (87)

References (15)

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2
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- PhD Dissertation Wichita State University, KS
- Bouchouev I 1997 Inverse parabolic problems with applications to option pricing PhD Dissertation Wichita State University, KS
- (1997) Inverse Parabolic Problems with Applications to Option Pricing
- Bouchouev, I.¹

3
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- Riding on a smile
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- Pricing with a smile
- Dupire B 1994 Pricing with a smile RISK 7 18-20
- (1994) RISK , vol.7 , pp. 18-20
- Dupire, B.¹

6
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- Englewood Cliffs, NJ: Prentice-Hall
- Friedman A 1964 Partial Differential Equations of Parabolic Type (Englewood Cliffs, NJ: Prentice-Hall)
- (1964) Partial Differential Equations of Parabolic Type
- Friedman, A.¹

7
- 0003890315
- Upper Saddle River, NJ: Prentice-Hall
- Hull J 1997 Options, Futures and Other Derivatives 3rd edn (Upper Saddle River, NJ: Prentice-Hall)
- (1997) Options, Futures and Other Derivatives 3rd Edn
- Hull, J.¹

8
- 0003668025
- Providence, RI: American Mathematical Society
- Isakov V 1990 Inverse Source Problems (Providence, RI: American Mathematical Society)
- (1990) Inverse Source Problems
- Isakov, V.¹

9
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- Inverse parabolic problems with the final overdetermination
- Isakov V 1991 Inverse parabolic problems with the final overdetermination Commun. Pure Appl. Math. 54 185-209
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- Isakov, V.¹

10
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- Recovering probability distributions from option prices
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- (1996) J. Finance , vol.51 , pp. 1611-1631
- Jackwerth, J.C.¹ Rubinstein, M.²

11
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- Reconciling differences
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- Lagnado, R.¹ Osher, S.²

12
- 0017913738
- Some criteria for numerically integrated matrices and quadrature formulas for triangles
- Laursen M and Gellert M 1978 Some criteria for numerically integrated matrices and quadrature formulas for triangles Int. J. Num. Meth. Engng 12 67-76
- (1978) Int. J. Num. Meth. Engng , vol.12 , pp. 67-76
- Laursen, M.¹ Gellert, M.²

13
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- Alternative integration formulae for triangular finite elements
- Reddy C T and Shippy D J 1981 Alternative integration formulae for triangular finite elements Int. J. Num. Meth. Engng 17 133-53
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14
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- Rubinstein, M.¹

15
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- Oxford: Oxford Financial
- Wilmott P, Dewynne J and Howison S 1993 Option Pricing: Mathematical Models and Computation (Oxford: Oxford Financial)
- (1993) Option Pricing: Mathematical Models and Computation
- Wilmott, P.¹ Dewynne, J.² Howison, S.³

* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.