On modified Black-Scholes equation

DOI10.1016/J.CHAOS.2004.02.018zbMath1071.91018OpenAlexW1981519513MaRDI QIDQ1772596

Xianqiang Yang

Publication date: 21 April 2005

Published in: Chaos, Solitons and Fractals (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.chaos.2004.02.018

zbMATH Keywords

telegraph equation

Mathematics Subject Classification ID

Linear higher-order PDEs (35G05)

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• On spatial population dynamics
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• On stochastic differential equations

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