Positive solutions of a Dirichlet problem for a stationary nonlinear Black-Scholes equation (Q838065)
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scientific article; zbMATH DE number 5597858
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| English | Positive solutions of a Dirichlet problem for a stationary nonlinear Black-Scholes equation |
scientific article; zbMATH DE number 5597858 |
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Positive solutions of a Dirichlet problem for a stationary nonlinear Black-Scholes equation (English)
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21 August 2009
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Black-Scholes equation
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stochastic volatility
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stationary solutions
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upper and lower solutions
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existence and localization
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0.9294108152389526
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0.8576281666755676
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0.8539103269577026
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0.841891884803772
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0.8033870458602905
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