The following pages link to (Q2741115):
Displayed 5 items.
- On the structure of general mean-variance hedging strategies (Q2373572) (← links)
- On convergence to the exponential utility problem (Q2464849) (← links)
- Existence and uniqueness of solutions to a quasilinear parabolic equation with quadratic gradients in financial markets (Q2486634) (← links)
- Consistent stable difference schemes for nonlinear Black-Scholes equations modelling option pricing with transaction costs (Q3647543) (← links)
- Convergence of a high-order compact finite difference scheme for a nonlinear Black–Scholes equation (Q5315457) (← links)