scientific article; zbMATH DE number 1304135
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Publication:4250835
zbMath0945.91013MaRDI QIDQ4250835
Roberto Monte, Fabrizio Colombo, Vincenzo Vespri
Publication date: 5 October 2000
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
a priori estimatesparabolic equationsemigroup theoryinterpolation spaceshedging strategyvall option function
A priori estimates in context of PDEs (35B45) Derivative securities (option pricing, hedging, etc.) (91G20) Second-order parabolic equations (35K10)
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