Sparsity-Homotopy Perturbation Inversion Method with Wavelets and Applications to Black-Scholes Model and Todaro Model

Sparsity regularization method plays an important role in reconstructing parameters. Compared with traditional regularization methods, sparsity regularization method has the ability to obtain better performance for reconstructing sparse parameters. However, sparsity regularization method does not ha...

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Bibliographic Details
Main Authors: Yixin Dou, Zhihao Wang
Format: Article
Language:English
Published: Hindawi Limited 2016-01-01
Series:Mathematical Problems in Engineering
Online Access:http://dx.doi.org/10.1155/2016/2371826