Solutions of a class of partial differential equations with application to the Black-Scholes equation (Q544093): Difference between revisions
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| Property / DOI: 10.1016/j.amc.2011.02.112 / rank | |||
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| Property / cites work: Q3928754 / rank | |||
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| Property / cites work: On analytical solutions of the Black-Scholes equation / rank | |||
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| Property / cites work: Q4769056 / rank | |||
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| Property / cites work: The decomposition method for linear, one-dimensional, time-dependent partial differential equations / rank | |||
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| Property / DOI: 10.1016/J.AMC.2011.02.112 / rank | |||
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Latest revision as of 22:04, 9 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Solutions of a class of partial differential equations with application to the Black-Scholes equation |
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Solutions of a class of partial differential equations with application to the Black-Scholes equation (English)
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14 June 2011
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Black-Scholes equation
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partial differential equations
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option pricing
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