Solutions of a class of partial differential equations with application to the Black-Scholes equation (Q544093): Difference between revisions
From MaRDI portal
Created a new Item |
Changed an Item |
||
| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 91G80 / rank | |||
Normal rank | |||
| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 35Q91 / rank | |||
Normal rank | |||
| Property / zbMATH DE Number | |||
| Property / zbMATH DE Number: 5907632 / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
Black-Scholes equation | |||
| Property / zbMATH Keywords: Black-Scholes equation / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
partial differential equations | |||
| Property / zbMATH Keywords: partial differential equations / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
option pricing | |||
| Property / zbMATH Keywords: option pricing / rank | |||
Normal rank | |||
Revision as of 10:58, 1 July 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Solutions of a class of partial differential equations with application to the Black-Scholes equation |
scientific article |
Statements
Solutions of a class of partial differential equations with application to the Black-Scholes equation (English)
0 references
14 June 2011
0 references
Black-Scholes equation
0 references
partial differential equations
0 references
option pricing
0 references
