Solving a nonlinear PDE that prices real options using utility based pricing methods
DOI10.1016/J.NONRWA.2011.02.015zbMATH Open1231.91469OpenAlexW1986847634MaRDI QIDQ546201FDOQ546201
Authors: N. C. Caister, K. S. Govinder, John O'Hara 
Publication date: 24 June 2011
Published in: Nonlinear Analysis. Real World Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.nonrwa.2011.02.015
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Cites Work
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Cited In (3)
Uses Software
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