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