The black-Scholes formula and the Greek parameters for a nonlinear Black-Scholes equation
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Publication:2910780
zbMATH Open1250.35167MaRDI QIDQ2910780
Publication date: 11 September 2012
Published in: International Journal of Pure and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: http://www.ijpam.eu/contents/2012-76-2/2/index.html
Nonlinear parabolic equations (35K55) Mathematical economics (91B99) Second-order parabolic equations (35K10) PDEs in connection with game theory, economics, social and behavioral sciences (35Q91) Blow-up in context of PDEs (35B44)
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