26 citations · 129 across the 25 of their papers we have counts for
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math.AP2017★ 3 cited
Stable reconstruction of the volatility in a regime-switching local volatility model
Mourad Bellassoued, Raymond Brummelhuis, Michel Cristofol +1
Prices of European call options in a regime-switching local volatility model can be computed by solving a parabolic system which generalises the classical Black and Scholes equatio…
math.AP2017★ 7 cited
Optimal stability for a first order coefficient in a non-self-adjoint wave equation from dirichlet-to-neumann map
Mourad Bellassoued, Ibtissem Ben Aïcha
This paper is focused on the study of an inverse problem for a non-self-adjoint hyperbolic equation. More precisely, we attempt to stably recover a first order coefficient appearin…