Approximating functionals of local martingales under lack of uniqueness of the Black–Scholes PDE solution (Q4683106)
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scientific article; zbMATH DE number 6939308
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Approximating functionals of local martingales under lack of uniqueness of the Black–Scholes PDE solution |
scientific article; zbMATH DE number 6939308 |
Statements
Approximating functionals of local martingales under lack of uniqueness of the Black–Scholes PDE solution (English)
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19 September 2018
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Black-Scholes PDE
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non-uniqueness
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financial bubbles
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local martingales
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Euler's approximation
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convergence rate
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