Equity valuation under stock dilution and buy-back

DOI10.3934/DCDSB.2012.17.1809zbMath1251.91060OpenAlexW2317032053MaRDI QIDQ449281

Srdjan D. Stojanovic, Yaling Cui

Publication date: 12 September 2012

Published in: Discrete and Continuous Dynamical Systems. Series B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3934/dcdsb.2012.17.1809

zbMATH Keywords

PDEequity valuationindifference pricingSDEneutral pricing

Mathematics Subject Classification ID

Nonlinear parabolic equations (35K55) Financial applications of other theories (91G80) Derivative securities (option pricing, hedging, etc.) (91G20)

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