Viscosity solutions of HJB equations arising from the valuation of European passport options (Q622505)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Viscosity solutions of HJB equations arising from the valuation of European passport options |
scientific article; zbMATH DE number 5847159
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Viscosity solutions of HJB equations arising from the valuation of European passport options |
scientific article; zbMATH DE number 5847159 |
Statements
Viscosity solutions of HJB equations arising from the valuation of European passport options (English)
0 references
5 February 2011
0 references
passport option
0 references
HJB equation
0 references
viscosity solution
0 references
uniqueness
0 references
convexity preserving
0 references
