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A nonlinear PDE in mathematical finance - MaRDI portal

A nonlinear PDE in mathematical finance (Q4462368)

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scientific article; zbMATH DE number 2064920
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English
A nonlinear PDE in mathematical finance
scientific article; zbMATH DE number 2064920

    Statements

    title
    A nonlinear PDE in mathematical finance (English)
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    author
    Sergio Polidoro
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    publication date
    18 May 2004
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    zbMATH Keywords
    Cauchy problem
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    strong local solution
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    global solutions
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    Identifiers

    Mathematics Subject Classification ID
    91G80
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    35K15
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    35Q91
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    zbMATH DE Number
    2064920
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    OpenAlex ID
    W82029987
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