Solving a partial differential equation associated with the pricing of power options with time‐dependent parameters

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Publication:3462587

DOI10.1002/mma.3249zbMath1329.35312OpenAlexW2079060749MaRDI QIDQ3462587

M. O. Okelola, Keshlan S. Govinder, John G. O'Hara

Publication date: 15 January 2016

Published in: Mathematical Methods in the Applied Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/mma.3249




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