Uniqueness of the Solution to a Difference-Partial Differential Equation for Finance (Q3043565)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Uniqueness of the Solution to a Difference-Partial Differential Equation for Finance |
scientific article |
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Uniqueness of the Solution to a Difference-Partial Differential Equation for Finance (English)
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6 August 2004
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difference-partial differential equation
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maximum principle
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uniqueness of solutions
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pricing of options
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Feynman-Kac representation
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absence of arbitrage
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Black-Scholes model
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