Mathematical analysis of a nonlinear PDE model for European options with counterparty risk (Q2418694): Difference between revisions
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| Property / full work available at URL: https://doi.org/10.1016/j.crma.2019.03.001 / rank | |||
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| Property / OpenAlex ID: W2924849867 / rank | |||
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| Property / cites work: PDE models and numerical methods for total value adjustment in European and American options with counterparty risk / rank | |||
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| Property / cites work: Total value adjustment for European options with two stochastic factors. Mathematical model, analysis and numerical simulation / rank | |||
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| Property / cites work: Geometric theory of semilinear parabolic equations / rank | |||
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| Property / Wikidata QID: Q128209752 / rank | |||
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Latest revision as of 10:46, 15 August 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Mathematical analysis of a nonlinear PDE model for European options with counterparty risk |
scientific article |
Statements
Mathematical analysis of a nonlinear PDE model for European options with counterparty risk (English)
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28 May 2019
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European options
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nonlinear partial differential equation
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counterparty risk
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