Q4636915 (Q4636915): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Latest revision as of 16:41, 5 March 2024
scientific article; zbMATH DE number 6862733
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | No label defined |
scientific article; zbMATH DE number 6862733 |
Statements
20 April 2018
0 references
nonlinear partial differential equation
0 references
Black-Scholes equation
0 references
Sircar-Papanicolaou model
0 references
pricing options
0 references
group analysis
0 references
invariant solution
0 references
invariant sub-model
0 references
dynamic hedging
0 references
feedback effects of hedging
0 references
