Recovery of time-dependent parameters of a Black-Scholes-type equation: An inverse Stieltjes moment approach.
Rodrigo, Marianito R.; Mamon, Rogemar S.
Journal of Applied Mathematics (2007)
- Volume: 2007, page Article ID 62098, 8 p.-Article ID 62098, 8 p.
- ISSN: 1110-757X
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topRodrigo, Marianito R., and Mamon, Rogemar S.. "Recovery of time-dependent parameters of a Black-Scholes-type equation: An inverse Stieltjes moment approach.." Journal of Applied Mathematics 2007 (2007): Article ID 62098, 8 p.-Article ID 62098, 8 p.. <http://eudml.org/doc/54375>.
@article{Rodrigo2007,
author = {Rodrigo, Marianito R., Mamon, Rogemar S.},
journal = {Journal of Applied Mathematics},
language = {eng},
pages = {Article ID 62098, 8 p.-Article ID 62098, 8 p.},
publisher = {Hindawi Publishing Corporation, New York},
title = {Recovery of time-dependent parameters of a Black-Scholes-type equation: An inverse Stieltjes moment approach.},
url = {http://eudml.org/doc/54375},
volume = {2007},
year = {2007},
}
TY - JOUR
AU - Rodrigo, Marianito R.
AU - Mamon, Rogemar S.
TI - Recovery of time-dependent parameters of a Black-Scholes-type equation: An inverse Stieltjes moment approach.
JO - Journal of Applied Mathematics
PY - 2007
PB - Hindawi Publishing Corporation, New York
VL - 2007
SP - Article ID 62098, 8 p.
EP - Article ID 62098, 8 p.
LA - eng
UR - http://eudml.org/doc/54375
ER -
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