# On some inverse problems for the Black-Scholes equation

Keywords:
Black-Scholes equation, inverse problem, volatility coefficient

### Abstract

We consider the inverse problem of recovering the volatility coefficient depending on the spatial variable with given additional information in the form of conditions of partial final overdetermination. Existence and uniqueness theorems for solutions to this problem are proven, the numerical algorithm is developed, and the results of numerical experiments are presented.

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Received

03-03-2021

How to Cite

*Mathematical notes of NEFU*, 28(3), pp. 45-69. doi: https://doi.org/10.25587/SVFU.2021.27.57.004.

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Mathematics

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