1 citations · 2 across the 2 of their papers we have counts for
2 papers
q-fin.MF2015★ 1 cited
Profitable forecast of prices of stock options on real market data via the solution of an ill-posed problem for the Black-Scholes equation
Michael V. Klibanov, Andrey V. Kuzhuget
A new mathematical model for the Black-Scholes equation is proposed to forecast option prices. This model includes new interval for the price of the underlying stock as well as new…
math-ph2007★ 1 cited
The Quasi-Reversibility Method for the Thermoacoustic Tomography and a Coefficient Inverse Problem
Michael V Klibanov, Sergey I Kabanikhin, Dmitriy V Nechaev +1
An inverse problem of the determination of an initial condition in a hyperbolic equation from the lateral Cauchy data is considered. This problem has applications to the thermoacou…