An initial-boundary value problem for parabolic Monge-Ampère equation in mathematical finance (Q335038)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | An initial-boundary value problem for parabolic Monge-Ampère equation in mathematical finance |
scientific article |
Statements
An initial-boundary value problem for parabolic Monge-Ampère equation in mathematical finance (English)
0 references
2 November 2016
0 references
initial-boundary value problem
0 references
parabolic Monge-Ampère equation
0 references
strong convex monotonic function
0 references
0 references
0 references