On Nonlinear Black-Scholes Equations
نویسندگان
چکیده
This paper revisits some solution methods for Black-Scholes equation and some of its nonlinear versions arising in option pricing theory.
منابع مشابه
On Black-Scholes equation; method of Heir-equations, nonlinear self-adjointness and conservation laws
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تاریخ انتشار 2013