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

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+Pricing and hedging derivative securities in markets with uncertain volatilities
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+The Pricing of Options and Corporate Liabilities
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+User’s guide to viscosity solutions of second order partial differential equations
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+Superreplication of European multiasset derivatives with bounded stochastic volatility
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+Comparison theorem, Feynman-Kac formula and Girsanov transformation for BSDEs driven by \(G\)-Brownian motion
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+Q3910361
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+Q5436616
@@ Property / cites work: Q5436616 / rank @@
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@@ Property / cites work @@
+Multi-dimensional \(G\)-Brownian motion and related stochastic calculus under \(G\)-expectation
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+Q127847926
@@ Property / Wikidata QID: Q127847926 / rank @@
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