Erratum to: Controllability and Hedgibility of Black-Scholes Equations with N Stocks
نویسندگان
چکیده
منابع مشابه
On Nonlinear Black-Scholes Equations
This paper revisits some solution methods for Black-Scholes equation and some of its nonlinear versions arising in option pricing theory.
متن کاملSpectral Approximation of Infinite-Dimensional Black-Scholes Equations with Memory
This paper considers the pricing of a European option using a B, S -market in which the stock price and the asset in the riskless bank account both have hereditary price structures described by the authors of this paper 1999 . Under the smoothness assumption of the payoff function, it is shown that the infinite dimensional Black-Scholes equation possesses a unique classical solution. A spectral...
متن کاملa comparison of teachers and supervisors, with respect to teacher efficacy and reflection
supervisors play an undeniable role in training teachers, before starting their professional experience by preparing them, at the initial years of their teaching by checking their work within the proper framework, and later on during their teaching by assessing their progress. but surprisingly, exploring their attributes, professional demands, and qualifications has remained a neglected theme i...
15 صفحه اولAn approximation scheme for Black-Scholes equations with delays
This paper addresses a finite difference approximation for an infinite dimensional Black-Scholes equation obtained in Chang and Youree [5]. The equation arises from a consideration of an European option pricing problem in a market in which stock prices and the riskless asset prices have hereditary structures. Under a general condition on the payoff function of the option, it is shown that the p...
متن کاملAn Accurate and Efficient Numerical Method for Black-scholes Equations
We present an efficient and accurate finite-difference method for computing Black-Scholes partial differential equations with multiunderlying assets. We directly solve Black-Scholes equations without transformations of variables. We provide computational results showing the performance of the method for two underlying asset option pricing problems.
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Acta Applicandae Mathematicae
سال: 2010
ISSN: 0167-8019,1572-9036
DOI: 10.1007/s10440-010-9571-9