The Nonlinear Terminal-Boundary Problems for Barrier Options (Q2838669)

From MaRDI portal





scientific article
Language Label Description Also known as
English
The Nonlinear Terminal-Boundary Problems for Barrier Options
scientific article

    Statements

    The Nonlinear Terminal-Boundary Problems for Barrier Options (English)
    0 references
    10 July 2013
    0 references
    volatility uncertainty
    0 references
    barrier option
    0 references
    nonlinear terminal-boundary value problem
    0 references
    0 references

    Identifiers