Positive solutions of a Dirichlet problem for a stationary nonlinear Black-Scholes equation
type: Item
instance of: scholarly article
title: Positive solutions of a Dirichlet problem for a stationary nonlinear Black-Scholes equation
zbMATH Open document ID: 1175.35050
author: F. Fabião
author: Maria do Rosário Grossinho
author: Onofre Alves Simões
published in: Nonlinear Analysis. Theory, Methods \& Applications. Series A: Theory and Methods
publication date: 2009-08-21T00:00:00Z
Mathematics Subject Classification ID: 35J60
Mathematics Subject Classification ID: 35J65
Mathematics Subject Classification ID: 35J20
Mathematics Subject Classification ID: 91B26
zbMATH DE Number: 5597858
zbMATH Keywords: Black-Scholes equation
zbMATH Keywords: stochastic volatility
zbMATH Keywords: stationary solutions
zbMATH Keywords: upper and lower solutions
zbMATH Keywords: existence and localization
MaRDI profile type: Publication
full work available at URL: j.na.2009.03.026
OpenAlex ID: W1970869467
cites work: Existence of stable periodic solutions of a semilinear parabolic problem under Hammerstein-type conditions
cites work: Solvability of the Dirichlet-periodic problem for a nonlinear parabolic equation under conditions on the potential
cites work: Solutions to a stationary nonlinear Black-Scholes type equation
cites work: Q4266143
cites work: Q4794126
cites work: A Risk-Neutral Stochastic Volatility Model
cites work: Q5185183
DOI: 10.1016/J.NA.2009.03.026
description: scientific article; zbMATH DE number 5597858