Convexity preserving for fully nonlinear parabolic integro-differential equations (Q1027116)
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scientific article; zbMATH DE number 5573043
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| English | Convexity preserving for fully nonlinear parabolic integro-differential equations |
scientific article; zbMATH DE number 5573043 |
Statements
Convexity preserving for fully nonlinear parabolic integro-differential equations (English)
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30 June 2009
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pricing of financial derivatives
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optimal portfolio selection
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0.8231183886528015
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0.8010360598564148
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0.7924716472625732
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0.7818485498428345
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