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SIAM Journal on Control and Optimization (SICON)

WebSIAM Journal on Control and Optimization (SICON) contains research articles on the mathematics and applications of control theory and on those parts of optimization theory … WebJan 1, 2006 · SIAM Journal on Control and Optimization Volume 45, Issue 1. Previous Article Next Article. Skip Abstract Section. Abstract. We propose a stable nonparametric method for constructing an option pricing model of exponential Lévy type, consistent with a given data set of option prices. poly nephritis

Variational Inclusions under State Constraints SIAM Journal on ...

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