Bubbles, convexity and the Black-Scholes equation (Q835063): Difference between revisions
From MaRDI portal
Set profile property. |
Changed an Item |
||
| Property / arXiv ID | |||
| Property / arXiv ID: 0908.4468 / rank | |||
Normal rank | |||
Revision as of 17:08, 18 April 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bubbles, convexity and the Black-Scholes equation |
scientific article |
Statements
Bubbles, convexity and the Black-Scholes equation (English)
0 references
27 August 2009
0 references
parabolic equations
0 references
stochastic representation
0 references
preservation of convexity
0 references
local martingales
0 references
