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Probabilistic approach to solution of nonlinear PDEs arising in financial mathematics - MaRDI portal

Probabilistic approach to solution of nonlinear PDEs arising in financial mathematics (Q2452612)

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Probabilistic approach to solution of nonlinear PDEs arising in financial mathematics
scientific article

    Statements

    title
    Probabilistic approach to solution of nonlinear PDEs arising in financial mathematics (English)
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    publication date
    4 June 2014
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    Identifiers

    Mathematics Subject Classification ID
    35R60
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    60H15
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    91G80
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    zbMATH DE Number
    6300809
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    OpenAlex ID
    W2114794615
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