2 citations · 5 across the 6 of their papers we have counts for
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math.NA2013★ 1 cited
Convex Regularization of Local Volatility Estimation in a Discrete Setting
Vinicius V. L. Albani, Adriano De Cezaro, Jorge Passamani Zubelli
We apply convex regularization techniques to the problem of calibrating the local volatility surface model of Dupire taking into account the practical requirement of discrete grids…
math.NA2013
Regularization approaches for quantitative photoacoustic tomography using the radiative transfer equation
Adriano De Cezaro, Fabiana Travessini De Cezaro
Quantitative Photoacoustic tomography (QPAT) is an emerging medical imaging modality which offers the possibility of combining the high resolution of the acoustic waves and large c…