Nonlinear Parabolic Equations Arising in Mathematical Finance (Q4626488)
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scientific article; zbMATH DE number 7030691
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| English | Nonlinear Parabolic Equations Arising in Mathematical Finance |
scientific article; zbMATH DE number 7030691 |
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Nonlinear Parabolic Equations Arising in Mathematical Finance (English)
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28 February 2019
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nonlinear parabolic equations
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stochastic dynamic portfolio optimization
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Black-Scholes theory extension
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0.96203756
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0.94164616
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0.92250574
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0.91755545
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0.91411346
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0.89961565
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