This paper revisits some solution methods for Black-Scholes equation and some of its nonlinear versions arising in option pricing theory.
R. Agliardi, P. Popivanov, A. Slavova (2013). On nonlinear Black-Scholes equations. NONLINEAR ANALYSIS AND DIFFERENTIAL EQUATIONS, 1, 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:
Eventuali allegati, non sono esposti
I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.
