Pages that link to "Item:Q5390091"
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The following pages link to Solution to a nonlinear Black-Scholes equation (Q5390091):
Displaying 19 items.
- On some nonlinear boundary value problems related to a Black-Scholes model with transaction costs (Q283474) (← links)
- Nonhypoellipticity and comparison principle for partial differential equations of Black-Scholes type (Q533028) (← links)
- Positive solutions of a Dirichlet problem for a stationary nonlinear Black-Scholes equation (Q838065) (← links)
- Existence and uniqueness results for a semilinear Black-Scholes type equation (Q984569) (← links)
- The sustainable Black-Scholes equations (Q1622632) (← links)
- Analysis of the nonlinear option pricing model under variable transaction costs (Q1627683) (← links)
- A Black--Scholes option pricing model with transaction costs (Q1771008) (← links)
- Solutions to a stationary nonlinear Black-Scholes type equation (Q1856977) (← links)
- Symmetry reduction and exact solutions of the non-linear Black-Scholes equation (Q2207892) (← links)
- A constructive method for convex solutions of a class of nonlinear Black-Scholes equations (Q2323118) (← links)
- On the Hoggard-Whalley-Wilmott equation for the pricing of options with transaction costs (Q2461279) (← links)
- Nonlinear problems modeling stochastic volatility and transaction costs (Q2873038) (← links)
- Chaotic solution for the Black-Scholes equation (Q2884425) (← links)
- Stationary Solutions of Some Nonlinear Black–Scholes Type Equations Arising in Option Pricing (Q2905432) (← links)
- The black-Scholes formula and the Greek parameters for a nonlinear Black-Scholes equation (Q2910780) (← links)
- (Q3162369) (← links)
- (Q4605029) (← links)
- Nonlinear Parabolic Equations Arising in Mathematical Finance (Q4626488) (← links)
- Existence, uniqueness and numerical approximation of solutions to a nonlinear integro-differential equation which arises in option pricing theory (Q5409185) (← links)