An initial-boundary value problem for parabolic Monge-Ampère equation in mathematical finance (Q335038)
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scientific article; zbMATH DE number 6646654
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| English | An initial-boundary value problem for parabolic Monge-Ampère equation in mathematical finance |
scientific article; zbMATH DE number 6646654 |
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An initial-boundary value problem for parabolic Monge-Ampère equation in mathematical finance (English)
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2 November 2016
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initial-boundary value problem
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parabolic Monge-Ampère equation
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strong convex monotonic function
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0.94637716
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0.89304984
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