The SFB program expired on September 30, 2008. For the link to the successor project click DK Computational Mathematics
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MasterThesis - 2001


September 27, 2008

Bibliography

1
H. Egger.
Identification of Volatility Smile in the Black Scholes Equation via Tikhonov Regularization.
Master's thesis, Johannes Kepler University Linz, Industrial Mathemtics Institute, November 2001.



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SpezialForschungsBereich SFB F013 | Special Research Program of the FWF - Austrian Science Fund