Conservation laws for the Black-Scholes equation
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Publication:1036760
DOI10.1016/j.nonrwa.2008.10.064zbMath1181.60107OpenAlexW2028868117MaRDI QIDQ1036760
R. M. Edelstein, Keshlan S. Govinder
Publication date: 13 November 2009
Published in: Nonlinear Analysis. Real World Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.nonrwa.2008.10.064
Nonlinear initial, boundary and initial-boundary value problems for linear parabolic equations (35K60) Applications of stochastic analysis (to PDEs, etc.) (60H30) Financial applications of other theories (91G80) Geometric theory, characteristics, transformations in context of PDEs (35A30)
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Uses Software
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