The normal inverse Gaussian process has been used to model both stock returns and interest rate processes. Although several numerical methods are available to compute, for instance, VaR and derivatives values, these are in a relatively undeveloped s
Inverse problems arise when we reconstruct a sharper image from a blurred one or reconstruct the underground mass density from measurements of the gravity above the ground. When we solve an inverse problem, we compute the source that gives rise to s
In the past 2 decades, inverse problems have been one of the most important focal areas of research in engineering. Advances in computational numerical methods and techniques in computer hardware and software in so-called soft computing have enabled
