Exact solutions and numerical simulation for Bakstein-Howison model
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Publication:5076660
DOI10.22034/cmde.2021.42640.1834zbMath1491.91142OpenAlexW3165003365MaRDI QIDQ5076660
Hossein Sahebi Fard, Elham Dastranj
Publication date: 17 May 2022
Full work available at URL: https://cmde.tabrizu.ac.ir/article_12764_375a4b4b267d72da007b176b6680dc7e.pdf
Derivative securities (option pricing, hedging, etc.) (91G20) PDEs in connection with game theory, economics, social and behavioral sciences (35Q91)
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