Nonlinear Parabolic Equations Arising in Mathematical Finance (Q4626488)
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scientific article; zbMATH DE number 7030691
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonlinear Parabolic Equations Arising in Mathematical Finance |
scientific article; zbMATH DE number 7030691 |
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Nonlinear Parabolic Equations Arising in Mathematical Finance (English)
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28 February 2019
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nonlinear parabolic equations
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stochastic dynamic portfolio optimization
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Black-Scholes theory extension
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