Bubbles, convexity and the Black-Scholes equation (Q835063)
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scientific article; zbMATH DE number 5599228
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Bubbles, convexity and the Black-Scholes equation |
scientific article; zbMATH DE number 5599228 |
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Bubbles, convexity and the Black-Scholes equation (English)
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27 August 2009
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parabolic equations
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stochastic representation
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preservation of convexity
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local martingales
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0.8274059295654297
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0.8130338788032532
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0.7987527847290039
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0.795344889163971
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