A constructive method for convex solutions of a class of nonlinear Black-Scholes equations (Q2323118)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A constructive method for convex solutions of a class of nonlinear Black-Scholes equations |
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A constructive method for convex solutions of a class of nonlinear Black-Scholes equations (English)
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30 August 2019
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fully nonlinear PDE
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Black-Scholes equations
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Barenblatt equation
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