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Solutions of a class of partial differential equations with application to the Black-Scholes equation - MaRDI portal

Solutions of a class of partial differential equations with application to the Black-Scholes equation (Q544093)

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scientific article; zbMATH DE number 5907632
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English
Solutions of a class of partial differential equations with application to the Black-Scholes equation
scientific article; zbMATH DE number 5907632

    Statements

    Solutions of a class of partial differential equations with application to the Black-Scholes equation (English)
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    14 June 2011
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    Black-Scholes equation
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    partial differential equations
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    option pricing
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