On properties of solutions to Black-Scholes-Barenblatt equations (Q2415166): Difference between revisions

@@ Property / author @@
-Yi-Qing Lin
@@ Property / author: Yi-Qing Lin / rank @@
-Normal rank
@@ Property / author @@
+Yi-Qing Lin
@@ Property / author: Yi-Qing Lin / rank @@
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+MaRDI publication profile
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+https://doi.org/10.1186/s13662-019-2135-z
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+W2947401312
@@ Property / OpenAlex ID: W2947401312 / rank @@
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@@ Property / cites work @@
+Pricing and hedging derivative securities in markets with uncertain volatilities
+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 @@
+User’s guide to viscosity solutions of second order partial differential equations
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@@ Property / cites work @@
+Superreplication of European multiasset derivatives with bounded stochastic volatility
+Normal rank
@@ Property / cites work @@
+Comparison theorem, Feynman-Kac formula and Girsanov transformation for BSDEs driven by \(G\)-Brownian motion
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@@ Property / cites work @@
+Q3910361
@@ Property / cites work: Q3910361 / rank @@
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@@ Property / cites work @@
+Q5436616
@@ Property / cites work: Q5436616 / rank @@
+Normal rank
@@ Property / cites work @@
+Multi-dimensional \(G\)-Brownian motion and related stochastic calculus under \(G\)-expectation
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@@ Property / Wikidata QID @@
+Q127847926
@@ Property / Wikidata QID: Q127847926 / rank @@
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