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

Journal of Inverse and Ill-Posed Problems

Volumn 13, Issue 1, 2005, Pages 41-63

  Hofmann, B ^a   Kramer R ^a  

^a CHEMNITZ UNIVERSITY OF TECHNOLOGY   (Germany)

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EID: 14844311918     PISSN: 09280219     EISSN: None     Source Type: Journal    
DOI: 10.1163/1569394053583739     Document Type: Article

References (15)