Solutions of a class of partial differential equations with application to the Black-Scholes equation (Q544093): Difference between revisions
From MaRDI portal
Created a new Item |
Normalize DOI. |
||
| (7 intermediate revisions by 7 users not shown) | |||
| Property / DOI | |||
| Property / DOI: 10.1016/j.amc.2011.02.112 / rank | |||
| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 91G80 / rank | |||
Normal rank | |||
| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 35Q91 / rank | |||
Normal rank | |||
| Property / zbMATH DE Number | |||
| Property / zbMATH DE Number: 5907632 / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
Black-Scholes equation | |||
| Property / zbMATH Keywords: Black-Scholes equation / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
partial differential equations | |||
| Property / zbMATH Keywords: partial differential equations / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
option pricing | |||
| Property / zbMATH Keywords: option pricing / rank | |||
Normal rank | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1016/j.amc.2011.02.112 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2092495738 / rank | |||
Normal rank | |||
| Property / Wikidata QID | |||
| Property / Wikidata QID: Q115361632 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q3928754 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: On analytical solutions of the Black-Scholes equation / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q4769056 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: The decomposition method for linear, one-dimensional, time-dependent partial differential equations / rank | |||
Normal rank | |||
| Property / DOI | |||
| Property / DOI: 10.1016/J.AMC.2011.02.112 / rank | |||
Normal rank | |||
| links / mardi / name | links / mardi / name | ||
Latest revision as of 21:04, 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 |
scientific article |
Statements
Solutions of a class of partial differential equations with application to the Black-Scholes equation (English)
0 references
14 June 2011
0 references
Black-Scholes equation
0 references
partial differential equations
0 references
option pricing
0 references
