Nonlinear Black–Scholes Equations in Finance: Associated Control Problems and Properties of Solutions (Q2999826)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonlinear Black–Scholes Equations in Finance: Associated Control Problems and Properties of Solutions |
scientific article |
Statements
Nonlinear Black–Scholes Equations in Finance: Associated Control Problems and Properties of Solutions (English)
0 references
17 May 2011
0 references
illiquid markers
0 references
uncertain volatility
0 references
convex risk measures
0 references
nonlinear partila differentila equations
0 references
dynamical programming equations
0 references
