scientific article; zbMATH DE number 2052799

zbMATH Open1045.35037MaRDI QIDQ4454437FDOQ4454437

Authors: Guanglie Wang, Songzhe Lian 

Publication date: 8 March 2004

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

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zbMATH Keywords

mathematical financeoptimal investmentunbounded initial value

Mathematics Subject Classification ID

Initial value problems for second-order parabolic equations (35K15) Nonlinear parabolic equations (35K55)

Cited In (10)

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• Existence of solutions to initial value problem for a parabolic Monge-Ampère equation and application
• An initial-boundary value problem for parabolic Monge-Ampère equation in mathematical finance
• A numerical study of a parabolic Monge-Ampère equation in mathematical finance

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