Stationary Solutions of Some Nonlinear Black–Scholes Type Equations Arising in Option Pricing
DOI10.1007/978-3-642-25100-9_26zbMath1246.91140OpenAlexW160732382MaRDI QIDQ2905432
Onofre Alves Simões, Maria de Fátima Fabião, Eva Morais, Maria do Rosário Grossinho
Publication date: 27 August 2012
Published in: Mathematics in Industry (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-642-25100-9_26
Derivative securities (option pricing, hedging, etc.) (91G20) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) PDEs in connection with game theory, economics, social and behavioral sciences (35Q91)
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