An analysis of path-dependent options (Q261989)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: An analysis of path-dependent options |
scientific article; zbMATH DE number 6560479
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An analysis of path-dependent options |
scientific article; zbMATH DE number 6560479 |
Statements
An analysis of path-dependent options (English)
0 references
29 March 2016
0 references
path-dependent options
0 references
Black-Scholes
0 references
elliptic-hyperbolic partial differential equation
0 references
noncommuting sums of operators
0 references
semigroup methods
0 references
0 references
