This paper revisits some solution methods for Black-Scholes equation and some of its nonlinear versions arising in option pricing theory.
On nonlinear Black-Scholes equations / R. Agliardi; P. Popivanov; A. Slavova. - In: NONLINEAR ANALYSIS AND DIFFERENTIAL EQUATIONS. - ISSN 1314-7587. - ELETTRONICO. - 1:(2013), pp. 75-81.
On nonlinear Black-Scholes equations
AGLIARDI, ROSSELLA;
2013
Abstract
This paper revisits some solution methods for Black-Scholes equation and some of its nonlinear versions arising in option pricing theory.File in questo prodotto:
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