A unique solution to a semilinear Black-Scholes partial differential equation for valuing multi-assets of American options (Q5456303): Difference between revisions
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Revision as of 00:39, 20 March 2024
scientific article; zbMATH DE number 5260878
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A unique solution to a semilinear Black-Scholes partial differential equation for valuing multi-assets of American options |
scientific article; zbMATH DE number 5260878 |
Statements
A unique solution to a semilinear Black-Scholes partial differential equation for valuing multi-assets of American options (English)
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4 April 2008
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optimal stopping
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American options
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semilinear Black-Scholes partial differential equation
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viscosity solution
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