Mathematical analysis of a nonlinear PDE model for European options with counterparty risk (Q2418694): Difference between revisions

@@ Property / DOI @@
-.1016/j.crma.2019.03.001
@@ Property / DOI: 10.1016/j.crma.2019.03.001 / rank @@
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+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.crma.2019.03.001
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@@ Property / OpenAlex ID @@
+W2924849867
@@ 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
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@@ Property / cites work @@
+Total value adjustment for European options with two stochastic factors. Mathematical model, analysis and numerical simulation
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@@ Property / cites work @@
+Geometric theory of semilinear parabolic equations
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@@ Property / Wikidata QID @@
+Q128209752
@@ Property / Wikidata QID: Q128209752 / rank @@
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@@ Property / DOI @@
+.1016/J.CRMA.2019.03.001
@@ Property / DOI: 10.1016/J.CRMA.2019.03.001 / rank @@
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@@ links / mardi / name / links / mardi / name @@
+Publication:2418694