Mathematical analysis of a nonlinear PDE model for European options with counterparty risk (Q2418694): Difference between revisions
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Revision as of 20:10, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Mathematical analysis of a nonlinear PDE model for European options with counterparty risk |
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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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