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scientific article; zbMATH DE number 6760162 - MaRDI portal

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Publication:5348195

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zbMath1389.35302MaRDI QIDQ5348195

Rossella Agliardi

Publication date: 14 August 2017

Full work available at URL: http://www.math.bas.bg/~pliska/Pliska-26/Pliska-26-2016-083-098.pdf

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

zbMATH Keywords

boundary value problems Black-Scholes equation structured bonds

Mathematics Subject Classification ID

Initial-boundary value problems for second-order parabolic equations (35K20) Financial applications of other theories (91G80) Derivative securities (option pricing, hedging, etc.) (91G20) Second-order parabolic equations (35K10) Credit risk (91G40) PDEs in connection with game theory, economics, social and behavioral sciences (35Q91)

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