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, Tome 2007 (2007), / Harvested from The Electronic Library of Mathematics
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Publié le : 2007-01-01
DOI : https://doi.org/10.1155/2007/62098
EUDML-ID : urn:eudml:doc:54375 
@article{05237038,
     title = {Recovery of time-dependent parameters of a Black-Scholes-type equation: An inverse Stieltjes moment approach.},
     journal = {Journal of Applied Mathematics},
     volume = {2007},
     year = {2007},
     doi = {10.1155/2007/62098},
     zbl = {1141.91021},
     language = {en},
     url = {http://dml.mathdoc.fr/item/05237038}
}

Rodrigo, Marianito R.; Mamon, Rogemar S. Recovery of time-dependent parameters of a Black-Scholes-type equation: An inverse Stieltjes moment approach.. Journal of Applied Mathematics, Tome 2007 (2007) . doi : 10.1155/2007/62098. http://gdmltest.u-ga.fr/item/05237038/