Pages that link to "Item:Q2288905"
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The following pages link to On the multidimensional Black-Scholes partial differential equation (Q2288905):
Displaying 21 items.
- A mixed derivative terms removing method in multi-asset option pricing problems (Q289274) (← links)
- Option pricing on multiple assets (Q852003) (← links)
- On a property of multidimensional normal distributions and its application to the computation of options (Q960734) (← links)
- Viscosity solutions of an infinite-dimensional Black-Scholes-Barenblatt equation (Q1401577) (← links)
- Multi-asset Black-Scholes model as a variable second class constrained dynamical system (Q1619629) (← links)
- Black-Scholes in a CEV random environment (Q1648901) (← links)
- On the first exit time of geometric Brownian motion from stochastic exponential boundaries (Q1794706) (← links)
- Modelling and forecasting the kurtosis and returns distributions of financial markets: irrational fractional Brownian motion model approach (Q2241128) (← links)
- \((1+2)\)-dimensional Black-Scholes equations with mixed boundary conditions (Q2286191) (← links)
- On properties of solutions to Black-Scholes-Barenblatt equations (Q2415166) (← links)
- Note on multidimensional Breeden-Litzenberger representation for state price densities (Q2452152) (← links)
- The forward Kolmogorov equation for two dimensional options (Q2518232) (← links)
- Far field boundary conditions for Black-Scholes equations (Q2706366) (← links)
- Burgers and Black–Merton–Scholes equations with real time variable and complex spatial variable (Q2844798) (← links)
- Improving the Design of Financial Products in a Multidimensional Black-Scholes Market (Q3005355) (← links)
- On the Solution of the Black-Sholes Equation with Jump Process (Q3018085) (← links)
- The homotopy perturbation method for the Black–Scholes equation (Q3070613) (← links)
- (Q3429143) (← links)
- Variational Analysis for the Black and Scholes Equation with Stochastic Volatility (Q4423060) (← links)
- (Q5397599) (← links)
- An efficient fourth-order numerical scheme for nonlinear multi-asset option pricing problems (Q6632418) (← links)
