Numerical solution of a parabolic problem arising in finance (Q421803): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W2047313938
@@ Property / OpenAlex ID: W2047313938 / rank @@
+Normal rank
@@ Property / arXiv ID @@
+.2860
@@ Property / arXiv ID: 0905.2860 / rank @@
+Normal rank
@@ Property / cites work @@
+Hedging Derivative Securities and Incomplete Markets: An ε-Arbitrage Approach
+Normal rank
@@ Property / cites work @@
+The Pricing of Options and Corporate Liabilities
@@ Property / cites work: The Pricing of Options and Corporate Liabilities / rank @@
+Normal rank
@@ Property / cites work @@
+Q3890207
@@ Property / cites work: Q3890207 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5549989
@@ Property / cites work: Q5549989 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5536978
@@ Property / cites work: Q5536978 / rank @@
+Normal rank
@@ Property / cites work @@
+Compact sets in the space \(L^ p(0,T;B)\)
@@ Property / cites work: Compact sets in the space \(L^ p(0,T;B)\) / rank @@
+Normal rank