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20192026
most citedForecasting Stock Options Prices via the Solution of an Ill-Posed Problem for the Black-Scholes Equation

7 citations · 8 across the 9 of their papers we have counts for

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math.NA2020

An Evaluation of novel method of Ill-Posed Problem for the Black-Scholes Equation solution

Kirill V. Golubnichiy, Tianyang Wang, Andrey V. Nikitin

It was proposed by Klibanov a new empirical mathematical method to work with the Black-Scholes equation. This equation is solved forwards in time to forecast prices of stock option…