scientific article; zbMATH DE number 2052799

zbMATH Open1045.35037MaRDI QIDQ4454437FDOQ4454437

Guanglie Wang, Songzhe Lian

Publication date: 8 March 2004

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

zbMATH Keywords

mathematical financeoptimal investmentunbounded initial value

Mathematics Subject Classification ID

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

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• An initial-boundary value problem for parabolic Monge-Ampère equation in mathematical finance

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