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33

SIAMCO
2008

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An Inverse Problem for a Parabolic Variational Inequality with an Integro-Differential Operator

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An Inverse Problem for a Parabolic Variational Inequality with an Integro-Differential Operator

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We consider the calibration of a L

Yves Achdou

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American Vanilla Option | L´evy Process | SIAMCO 2008 | Variational Inequality |

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Added	14 Dec 2010
Updated	14 Dec 2010
Type	Journal
Year	2008
Where	SIAMCO
Authors	Yves Achdou

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