Merton's Partial Differential Equation and Fixed Point Theory (Q4222462)
From MaRDI portal
scientific article; zbMATH DE number 1230400
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Merton's Partial Differential Equation and Fixed Point Theory |
scientific article; zbMATH DE number 1230400 |
Statements
Merton's Partial Differential Equation and Fixed Point Theory (English)
0 references
7 December 1998
0 references
finance
0 references
Black-Scholes option pricing theorem
0 references
Merton's boundary value problem
0 references
method of successive approximations
0 references
