A nonlinear PDE in mathematical finance

DOI10.1007/978-88-470-2089-4_40zbMath1069.91059OpenAlexW82029987MaRDI QIDQ4462368

Sergio Polidoro

Publication date: 18 May 2004

Published in: Numerical Mathematics and Advanced Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-88-470-2089-4_40

zbMATH Keywords

Cauchy problemglobal solutionsstrong local solution

Mathematics Subject Classification ID

Financial applications of other theories (91G80) Initial value problems for second-order parabolic equations (35K15) PDEs in connection with game theory, economics, social and behavioral sciences (35Q91)

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