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Initial boundary value problem of an equation from mathematical finance - MaRDI portal

Initial boundary value problem of an equation from mathematical finance (Q295950)

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scientific article; zbMATH DE number 6593209
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English
Initial boundary value problem of an equation from mathematical finance
scientific article; zbMATH DE number 6593209

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    Initial boundary value problem of an equation from mathematical finance (English)
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    14 June 2016
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    mathematical finance
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    Oleinik rules
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    partial boundary condition
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    entropy solution
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    Kruzkov's double variables method
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