Belomestny, Denis; Reiß, Markus - Sonderforschungsbereich 649: Ökonomisches Risiko, … - 2006
that this inverse problem is in general severely ill-posed and we derive exact minimax rates of convergence. The estimation … minimax rates of convergence. The
estimation procedure we propose is based on the explicit inversion of the option
price … does not enlarge
the convergence rate.
6.3. Upper bound for 2
The rate for 2 follows once the general risk estimate
E …