An ill-posed problem for the Black–Scholes equation for a profitable forecast of prices of stock options on real market data

Author： Klibanov Michael V Kuzhuget Andrey V Golubnichiy Kirill V

Publisher： IOP Publishing

E-ISSN： 1361-6420|32|1|15010-15025

ISSN： 0266-5611

Source： Inverse Problems, Vol.32, Iss.1, 2016-01, pp. : 15010-15025

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