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scientific article; zbMATH DE number 1332331
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scientific article; zbMATH DE number 1332331

    Statements

    author
    Gunter H. Meyer
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    publication date
    16 September 1999
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    zbMATH Keywords
    Black-Scholes type model
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    financial mathematics
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    Brownian motion
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    random jumps
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    diffusion equation
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    Riccati method
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    method of lines
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    convergence
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    free boundary
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    Identifiers

    Mathematics Subject Classification ID
    91G60
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    91G20
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    60J65
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    65M20
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    zbMATH DE Number
    1332331
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