Some inverse problem remarks of a continuous-in-time financial model in L 1 ([t I , Θ max ])

Tarik Chakkour (1)

1 LMBA - Laboratoire de Mathématiques de Bretagne Atlantique

In the paper we are going to introduce operator that is involved in the inverse problem of the continuous-in-time financial model. We discuss this inverse problem in the space of integrable functions over R having their support. Then we will give some remarks for not functionality of the model for a given Repayment Pattern Density γ.

Mots clés: Inverse problem; integral operators; financial model; densities and measures

Domaines: Equations aux dérivées partielles [math.AP]; Analyse classique [math.CA]; Mathématiques générales [math.GM]; Analyse fonctionnelle [math.FA]

Tarik Chakkour. Some inverse problem remarks of a continuous-in-time financial model in L 1 ([t I , Θ max ]). 2017. ⟨hal-01543421v1⟩