Monotone methods in counterparty risk models with nonlinear Black-Scholes-type equations (Q6055837)
From MaRDI portal
scientific article; zbMATH DE number 7744414
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Monotone methods in counterparty risk models with nonlinear Black-Scholes-type equations |
scientific article; zbMATH DE number 7744414 |
Statements
Monotone methods in counterparty risk models with nonlinear Black-Scholes-type equations (English)
0 references
29 September 2023
0 references
nonlinear Black-Scholes equation
0 references
counterparty risk models
0 references
semilinear parabolic Cauchy problem
0 references
monotone methods
0 references
nonlinear integral equation
0 references
fixed point by monotone iterations
0 references
0 references
0 references
0 references
0 references
0 references
0 references
