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Pré-Publication, Document De Travail Année : 2016

Inverse problem stability of a continuous-in-time financial model

Résumé

In this paper, we study the inverse problem stability of the continuous-in-time model which is designed to be used for the finances of public institutions. We discuss this study with determining the Loan Measure from Algebraic Spending Measure in M([t I , Θ max ]), and in L 2 ([t I , Θ max ]) when they are density measures. For this inverse problem we prove the uniqueness theorem, obtain a procedure for constructing the solution and provide necessary and sufficient conditions for the solvability of the inverse problem in L 2 ([t I , Θ max ]).
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Dates et versions

hal-01358568 , version 1 (01-09-2016)
hal-01358568 , version 2 (05-09-2016)
hal-01358568 , version 3 (21-07-2019)

Identifiants

  • HAL Id : hal-01358568 , version 2

Citer

Tarik Chakkour. Inverse problem stability of a continuous-in-time financial model. 2016. ⟨hal-01358568v2⟩
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