{"id":"https://openalex.org/W2121989305","doi":"https://doi.org/10.1137/060660692","title":"An Inverse Problem for a Parabolic Variational Inequality with an Integro-Differential Operator","display_name":"An Inverse Problem for a Parabolic Variational Inequality with an Integro-Differential Operator","publication_year":2008,"publication_date":"2008-01-01","ids":{"openalex":"https://openalex.org/W2121989305","doi":"https://doi.org/10.1137/060660692","mag":"2121989305"},"language":"en","primary_location":{"id":"doi:10.1137/060660692","is_oa":false,"landing_page_url":"https://doi.org/10.1137/060660692","pdf_url":null,"source":{"id":"https://openalex.org/S897311980","display_name":"SIAM Journal on Control and Optimization","issn_l":"0363-0129","issn":["0363-0129","1095-7138"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310320508","host_organization_name":"Society for Industrial and Applied Mathematics","host_organization_lineage":["https://openalex.org/P4310320508"],"host_organization_lineage_names":["Society for Industrial and Applied Mathematics"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"SIAM Journal on Control and Optimization","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5010896193","display_name":"Yves Achdou","orcid":"https://orcid.org/0000-0002-0514-3727"},"institutions":[],"countries":[],"is_corresponding":true,"raw_author_name":"Yves Achdou","raw_affiliation_strings":[],"affiliations":[]}],"institutions":[],"countries_distinct_count":0,"institutions_distinct_count":1,"corresponding_author_ids":["https://openalex.org/A5010896193"],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":1.5163,"has_fulltext":false,"cited_by_count":12,"citation_normalized_percentile":{"value":0.86459746,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":89,"max":98},"biblio":{"volume":"47","issue":"2","first_page":"733","last_page":"767"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9972000122070312,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9972000122070312,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11205","display_name":"Numerical methods in inverse problems","score":0.900600016117096,"subfield":{"id":"https://openalex.org/subfields/2610","display_name":"Mathematical Physics"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.8966453075408936},{"id":"https://openalex.org/keywords/variational-inequality","display_name":"Variational inequality","score":0.7334480881690979},{"id":"https://openalex.org/keywords/applied-mathematics","display_name":"Applied mathematics","score":0.5396786332130432},{"id":"https://openalex.org/keywords/complementarity-theory","display_name":"Complementarity theory","score":0.5066869854927063},{"id":"https://openalex.org/keywords/bounded-function","display_name":"Bounded function","score":0.4574744701385498},{"id":"https://openalex.org/keywords/inverse","display_name":"Inverse","score":0.4465057849884033},{"id":"https://openalex.org/keywords/linear-complementarity-problem","display_name":"Linear complementarity problem","score":0.4263390898704529},{"id":"https://openalex.org/keywords/mathematical-analysis","display_name":"Mathematical analysis","score":0.4066030979156494},{"id":"https://openalex.org/keywords/nonlinear-system","display_name":"Nonlinear system","score":0.11244446039199829}],"concepts":[{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.8966453075408936},{"id":"https://openalex.org/C161999928","wikidata":"https://www.wikidata.org/wiki/Q4556320","display_name":"Variational inequality","level":2,"score":0.7334480881690979},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.5396786332130432},{"id":"https://openalex.org/C85404239","wikidata":"https://www.wikidata.org/wiki/Q5156417","display_name":"Complementarity theory","level":3,"score":0.5066869854927063},{"id":"https://openalex.org/C34388435","wikidata":"https://www.wikidata.org/wiki/Q2267362","display_name":"Bounded function","level":2,"score":0.4574744701385498},{"id":"https://openalex.org/C207467116","wikidata":"https://www.wikidata.org/wiki/Q4385666","display_name":"Inverse","level":2,"score":0.4465057849884033},{"id":"https://openalex.org/C34320192","wikidata":"https://www.wikidata.org/wiki/Q783105","display_name":"Linear complementarity problem","level":3,"score":0.4263390898704529},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.4066030979156494},{"id":"https://openalex.org/C158622935","wikidata":"https://www.wikidata.org/wiki/Q660848","display_name":"Nonlinear system","level":2,"score":0.11244446039199829},{"id":"https://openalex.org/C2524010","wikidata":"https://www.wikidata.org/wiki/Q8087","display_name":"Geometry","level":1,"score":0.0},{"id":"https://openalex.org/C62520636","wikidata":"https://www.wikidata.org/wiki/Q944","display_name":"Quantum mechanics","level":1,"score":0.0},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1137/060660692","is_oa":false,"landing_page_url":"https://doi.org/10.1137/060660692","pdf_url":null,"source":{"id":"https://openalex.org/S897311980","display_name":"SIAM Journal on Control and Optimization","issn_l":"0363-0129","issn":["0363-0129","1095-7138"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310320508","host_organization_name":"Society for Industrial and Applied Mathematics","host_organization_lineage":["https://openalex.org/P4310320508"],"host_organization_lineage_names":["Society for Industrial and Applied Mathematics"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"SIAM Journal on Control and Optimization","raw_type":"journal-article"}],"best_oa_location":null,"sustainable_development_goals":[{"display_name":"Reduced inequalities","score":0.47999998927116394,"id":"https://metadata.un.org/sdg/10"}],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":28,"referenced_works":["https://openalex.org/W33494981","https://openalex.org/W1499969990","https://openalex.org/W1514815886","https://openalex.org/W1527296550","https://openalex.org/W1550925745","https://openalex.org/W1589236075","https://openalex.org/W1976619285","https://openalex.org/W1993516115","https://openalex.org/W2020930183","https://openalex.org/W2046463176","https://openalex.org/W2047667386","https://openalex.org/W2063318629","https://openalex.org/W2068761599","https://openalex.org/W2077899785","https://openalex.org/W2077902743","https://openalex.org/W2082028133","https://openalex.org/W2118408949","https://openalex.org/W2127556239","https://openalex.org/W2133829578","https://openalex.org/W2134864040","https://openalex.org/W2185687637","https://openalex.org/W2621596310","https://openalex.org/W3091814460","https://openalex.org/W3121574170","https://openalex.org/W3122895457","https://openalex.org/W3191723236","https://openalex.org/W4297828793","https://openalex.org/W4298006788"],"related_works":["https://openalex.org/W2052366866","https://openalex.org/W2415812220","https://openalex.org/W4220847489","https://openalex.org/W2125058146","https://openalex.org/W2016940464","https://openalex.org/W2100762546","https://openalex.org/W2358901572","https://openalex.org/W2276648117","https://openalex.org/W2562269091","https://openalex.org/W2074082632"],"abstract_inverted_index":{"We":[0,73],"consider":[1],"the":[2,23,26,54,64,68,82,92,102,105],"calibration":[3],"of":[4,14,22],"a":[5,20,29,37,44,48,75],"L\u00e9vy":[6,55],"process":[7,56],"with":[8],"American":[9,16],"vanilla":[10,17],"options.":[11],"The":[12],"price":[13],"an":[15,60],"option":[18],"as":[19],"function":[21],"maturity":[24],"and":[25],"strike":[27],"satisfies":[28,67],"forward":[30],"in":[31,47],"time":[32],"linear":[33],"complementarity":[34],"problem":[35,62],"involving":[36],"partial":[38],"integro-differential":[39],"operator.":[40],"It":[41],"leads":[42],"to":[43,58],"variational":[45,71,83],"inequality":[46,84],"suitable":[49],"weighted":[50],"Sobolev":[51],"space.":[52],"Calibrating":[53],"amounts":[57],"solving":[59],"inverse":[61],"where":[63],"state":[65],"variable":[66],"previously":[69],"mentioned":[70],"inequality.":[72],"propose":[74],"regularized":[76],"least":[77,93],"square":[78,94],"method.":[79],"After":[80],"studying":[81],"carefully,":[85],"we":[86,99],"find":[87],"necessary":[88],"optimality":[89],"conditions":[90],"for":[91],"problem.":[95],"In":[96],"this":[97],"work,":[98],"focus":[100],"on":[101],"case":[103],"when":[104],"volatility":[106],"is":[107],"bounded":[108],"away":[109],"from":[110],"zero.":[111]},"counts_by_year":[{"year":2023,"cited_by_count":2},{"year":2014,"cited_by_count":1},{"year":2012,"cited_by_count":4}],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}