文章基本信息

标题：On the Inverse Problem of Dupire’s Equation with Nonlocal Boundary and Integral Conditions
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作者：Coskun Guler ; Volkan Oban
期刊名称：Journal of Mathematical Finance
印刷版ISSN：2162-2434
电子版ISSN：2162-2442
出版年度：2017
卷号：07
期号：04
页码：934-940
DOI：10.4236/jmf.2017.74051
语种：English
出版社：Scientific Research Publishing
摘要：In this study, Inverse Problem for Dupire’s Equation with nonlocal boundary and integral conditions is studied. Then, by means of the some transformation, this equation is converted to diffusion equation. The conditions for the existence and uniqueness of a classical solution of the problem under consideration are established and continuous dependence of ( p , v ) on the data is shown. It is emphasized that this problem is well-posed.
关键词：Mathematical Finance;Dupire’s Formula;Dupire’s Equation;Local Volatility;Diffusion Equation;Inverse Problem;Well-Posedness