scientific article; zbMATH DE number 6850058

zbMath1382.35119MaRDI QIDQ4607744

Amnuay Kananthai

Publication date: 14 March 2018

Full work available at URL: http://thaijmath.in.cmu.ac.th/index.php/thaijmath/article/view/2696

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

Black-Scholes equation

Mathematics Subject Classification ID

Heat equation (35K05) Derivative securities (option pricing, hedging, etc.) (91G20) PDEs in connection with game theory, economics, social and behavioral sciences (35Q91)

Cites Work

• Unnamed Item
• An Introduction to Financial Option Valuation

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