Pages that link to "Item:Q4378758"
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The following pages link to A nonlinear partial differential equation for american options in the entire domain of the state variable (Q4378758):
Displayed 12 items.
- Comparison of optimal portfolios with and without subsistence consumption constraints (Q603016) (← links)
- The inverse volatility problem for American options (Q827510) (← links)
- Universal contingent claims and valuation multiplicative measures with examples and applications (Q943714) (← links)
- Controllability and hedgibility of Black-Scholes equations with \(N\) stocks (Q983690) (← links)
- Existence and uniqueness results for a semilinear Black-Scholes type equation (Q984569) (← links)
- Exact null controllability of a semilinear parabolic equation arising in finance (Q1036641) (← links)
- A semigroup approach to American options (Q1763408) (← links)
- Radial basis function partition of unity methods for pricing vanilla basket options (Q2006598) (← links)
- The American straddle close to expiry (Q2472118) (← links)
- Parameter estimation approach to the free boundary for the pricing of an American call option (Q2475863) (← links)
- Universal contingent claims in a general market environment and multiplicative measures: examples and applications (Q2572188) (← links)
- A unique solution to a semilinear Black-Scholes partial differential equation for valuing multi-assets of American options (Q5456303) (← links)