scientific article; zbMATH DE number 6612433

zbMATH Open1349.91267MaRDI QIDQ2993889FDOQ2993889

Authors: Yan Dong 

Publication date: 10 August 2016

Title of this publication is not available (Why is that?)

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zbMATH Keywords

error estimatesGreen functionnonlinear Black-Scholes modelBala options

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20) PDEs in connection with game theory, economics, social and behavioral sciences (35Q91) Financial applications of other theories (91G80)

Cited In (4)

• Barrier options' pricing under the nonlinear Black-Scholes model
• Pricing perpetual put options by the Black-Scholes equation with a nonlinear volatility function
• The pricing of step options under the nonlinear Black-Scholes model
• The pricing of geometric average Asian options under the nonlinear Black-Scholes model

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