De Cezaro, A.; Scherzer, O.; Zubelli, J. P. Convex regularization of local volatility models from option prices: convergence analysis and rates. (English) Zbl 1263.47086 Nonlinear Anal., Theory Methods Appl., Ser. A, Theory Methods 75, No. 4, 2398-2415 (2012). Reviewer: Alexandra Rodkina (Kingston/Jamaica) MSC: 47N10 47A52 65M32 91B24 91G80 PDFBibTeX XMLCite \textit{A. De Cezaro} et al., Nonlinear Anal., Theory Methods Appl., Ser. A, Theory Methods 75, No. 4, 2398--2415 (2012; Zbl 1263.47086) Full Text: DOI
Scherzer, Otmar A posteriori error estimates for the solution of nonlinear ill-posed operator equations. (English) Zbl 0994.35122 Nonlinear Anal., Theory Methods Appl., Ser. A, Theory Methods 45, No. 4, 459-481 (2001). Reviewer: Bernd Hofmann (Chemnitz) MSC: 35R30 47J06 65J22 PDFBibTeX XMLCite \textit{O. Scherzer}, Nonlinear Anal., Theory Methods Appl., Ser. A, Theory Methods 45, No. 4, 459--481 (2001; Zbl 0994.35122) Full Text: DOI