@PhdThesis{duepublico_mods_00034166,
  author = 	{Stephan, Anna},
  title = 	{On an inverse problem of financial mathematics with error in the operator},
  year = 	{2014},
  month = 	{Apr},
  day = 	{15},
  keywords = 	{Kalibrierung; nichtlinear; schlecht gestellt; fehlerbehaftet; zuf{\"a}llig; Inverses Problem; stochastischen Markovmodell},
  abstract = 	{This thesis adheres to study a calibration problem for the so-called Markovfunctional models (MFMs) from the statistical point of view. It is shown that at each step of the calibration procedure one has to solve a nonlinear inverse problem with an operator estimated in the previous step. We propose a novel regularisation method and verify the rate-of-convergence.},
  url = 	{https://duepublico2.uni-due.de/receive/duepublico_mods_00034166},
  file = 	{:https://duepublico2.uni-due.de/servlets/MCRFileNodeServlet/duepublico_derivate_00035633/Stephan_Diss.pdf:PDF},
  language = 	{en}
}