On the multidimensional Black-Scholes partial differential equation (Q2288905)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the multidimensional Black-Scholes partial differential equation |
scientific article |
Statements
On the multidimensional Black-Scholes partial differential equation (English)
0 references
20 January 2020
0 references
Black-Scholes multidimensional equation
0 references
multiasset option
0 references
dimension
0 references
parabolic
0 references
mixed derivative
0 references
multivariate normal distribution
0 references
heat equation
0 references
option on the maximum
0 references
double barrier
0 references
0 references
0 references
0 references
