Nonhypoellipticity and comparison principle for partial differential equations of Black-Scholes type (Q533028)
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scientific article; zbMATH DE number 5882879
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| English | Nonhypoellipticity and comparison principle for partial differential equations of Black-Scholes type |
scientific article; zbMATH DE number 5882879 |
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Nonhypoellipticity and comparison principle for partial differential equations of Black-Scholes type (English)
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2 May 2011
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viscosity solutions
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0.8381800055503845
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0.8165833950042725
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0.7934641242027283
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0.7921058535575867
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