Existence and uniqueness results for a semilinear Black-Scholes type equation (Q984569): Difference between revisions

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+The Pricing of Options and Corporate Liabilities
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+Option pricing with transaction costs and a nonlinear Black-Scholes equation
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+A semilinear Black and Scholes partial differential equation for valuing American options
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+A unique solution to a semilinear Black-Scholes partial differential equation for valuing multi-assets of American options
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+The inverse problem of option pricing
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+An Inverse problem for a nonlinear parabolic equation
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+On a class of nonlinear nonclassical parabolic equations
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+Pricing options with Green's functions when volatility, interest rate and barriers depend on time
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+A discussion on embedding the Black-Scholes option pricing model in a quantum physics setting
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+Quantum Finance
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