The invariance principle in initial value problems and its application to the Black-Scholes equation (Q2736533)
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scientific article; zbMATH DE number 1644362
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The invariance principle in initial value problems and its application to the Black-Scholes equation |
scientific article; zbMATH DE number 1644362 |
Statements
10 September 2001
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initial value problems
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invariance principle
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heat equation
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Black-Scholes equation
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The invariance principle in initial value problems and its application to the Black-Scholes equation (English)
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