Spherical harmonics approach to parabolic partial differential equations

DOI10.1007/S13324-012-0039-0zbMath1257.35066OpenAlexW2016609524MaRDI QIDQ1926663

Indranil SenGupta, Maria Christina Mariani

Publication date: 28 December 2012

Published in: Analysis and Mathematical Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s13324-012-0039-0

zbMATH Keywords

Black-Scholes equation

Mathematics Subject Classification ID

Series solutions to PDEs (35C10) Spherical harmonics (33C55) Second-order parabolic equations (35K10) PDEs in connection with game theory, economics, social and behavioral sciences (35Q91) Integro-partial differential equations (35R09)

Related Items (1)

Optimal control of ultradiffusion processes with application to mathematical finance

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