Studies on two specific inverse problems from imaging and finance

Studies on two specific inverse problems from imaging and finance

This thesis deals with regularization parameter selection methods in the context of Tikhonov-type regularization with Poisson distributed data, in particular the reconstruction of images, as well as with the identification of the volatility surface from observed option prices. In Part I we examine t...

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Bibliographic Details
Main Author: Rückert, Nadja
Other Authors: TU Chemnitz, Fakultät für Mathematik
Format: Doctoral Thesis
Language:English
Published: Universitätsbibliothek Chemnitz 2012
Subjects:
Tikhonov-Regularisierung
Kullback-Leibler
Totale Variation
Poissonverteilte Daten
Bildverarbeitung
Wahl des Regularisierungsparameters
Diskrepanzprinzip
L-Kurve
Quasi-Optimalitätskriterium
PET
Black-Scholes-Modell
Volatilität
Dupire
Call-Option
Regularisierung durch Diskretisierung
Parameter Identifikationsalgorithmus
Tikhonov-Regularization
Total Variation
Poisson distributed data
Regularization parameter selection methods
discrepancy principle
L-curve method
quasi-optimality criterion
Black-Scholes model
volatility
call option
regularization by discretization
parameter identification localization algorithm
imaging
finance
ddc:515
ddc:519
Tichonov-Regularisierung
Regularisierungsverfahren
Poisson-Verteilung
Parameter <Mathematik>
Online Access:http://nbn-resolving.de/urn:nbn:de:bsz:ch1-qucosa-91587
http://nbn-resolving.de/urn:nbn:de:bsz:ch1-qucosa-91587
http://www.qucosa.de/fileadmin/data/qucosa/documents/9158/Dissertation_Nadja_Rueckert.pdf
http://www.qucosa.de/fileadmin/data/qucosa/documents/9158/signatur.txt.asc

Internet

http://nbn-resolving.de/urn:nbn:de:bsz:ch1-qucosa-91587
http://nbn-resolving.de/urn:nbn:de:bsz:ch1-qucosa-91587
http://www.qucosa.de/fileadmin/data/qucosa/documents/9158/Dissertation_Nadja_Rueckert.pdf
http://www.qucosa.de/fileadmin/data/qucosa/documents/9158/signatur.txt.asc

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