The Black–Scholes equation in the presence of arbitrage (Q6158381)
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scientific article; zbMATH DE number 7698370
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Black–Scholes equation in the presence of arbitrage |
scientific article; zbMATH DE number 7698370 |
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The Black–Scholes equation in the presence of arbitrage (English)
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20 June 2023
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geometric arbitrage theory
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gauge transform
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curvature
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nonlinear Black Scholes PDE
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