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Recovering the time-dependent volatility in jump-diffusion models from nonlocal price observations. (English) Zbl 07511672

Lirkov, Ivan (ed.) et al., Large-scale scientific computing. 13th international conference, LSSC 2021, Sozopol, Bulgaria, June 7–11, 2021. Revised selected papers. Cham: Springer. Lect. Notes Comput. Sci. 13127, 507-514 (2022).
MSC:  91G20 35R30 60J74
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On the conditions for the solvability of boundary-value problems for higher-order equations with discontinuous coefficients. (English. Russian original) Zbl 07488497

Math. Notes 111, No. 2, 217-229 (2022); translation from Mat. Zametki 111, No. 2, 219-232 (2022).
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