Add to ORKGCopyright c © 2013 R. Agliardi et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited. This paper revisits some solution methods for Black-Scholes equation and some of its nonlinear versions arising in option pricing theory
In the field of quantitative financial analysis, the Black-Scholes Model has exerted significant inf...
In the field of quantitative financial analysis, the Black-Scholes Model has exerted significant inf...
In this paper we apply the innovative Laplace transformation method introduced by Sheen, Sloan, and ...
This paper revisits some solution methods for Black-Scholes equation and some of its nonlinear versi...
This paper revisits some solution methods for Black-Scholes equation and some of its nonlinear versi...
AbstractThe aim of this paper is to study the Black-Scholes option pricing model. We discuss some de...
AbstractThe aim of this paper is to study the Black-Scholes option pricing model. We discuss some de...
Nonlinear Black-Scholes equations have been increasingly attracting interest over the last two decad...
We study a nonlinear Black-Scholes partial differential equation whose nonlinearity is as a result ...
In this work we consider the nonlinear case of Black-Scholes equation and apply it to American optio...
In this work we consider the nonlinear case of Black-Scholes equation and apply it to American optio...
>Magister Scientiae - MScWe present the Black-Scholes Merton partial differential equation (BSMPDE) ...
Nonlinear Black–Scholes equations have been increasingly attracting interest over the last two decad...
Se presentan los fundamentos del problema de la valoración de opciones en contextos menos restrictiv...
Date: 17 February, 2010We deal with the solvablity and a weak formulation of nonlinear partial diffe...
In the field of quantitative financial analysis, the Black-Scholes Model has exerted significant inf...
In the field of quantitative financial analysis, the Black-Scholes Model has exerted significant inf...
In this paper we apply the innovative Laplace transformation method introduced by Sheen, Sloan, and ...
This paper revisits some solution methods for Black-Scholes equation and some of its nonlinear versi...
This paper revisits some solution methods for Black-Scholes equation and some of its nonlinear versi...
AbstractThe aim of this paper is to study the Black-Scholes option pricing model. We discuss some de...
AbstractThe aim of this paper is to study the Black-Scholes option pricing model. We discuss some de...
Nonlinear Black-Scholes equations have been increasingly attracting interest over the last two decad...
We study a nonlinear Black-Scholes partial differential equation whose nonlinearity is as a result ...
In this work we consider the nonlinear case of Black-Scholes equation and apply it to American optio...
In this work we consider the nonlinear case of Black-Scholes equation and apply it to American optio...
>Magister Scientiae - MScWe present the Black-Scholes Merton partial differential equation (BSMPDE) ...
Nonlinear Black–Scholes equations have been increasingly attracting interest over the last two decad...
Se presentan los fundamentos del problema de la valoración de opciones en contextos menos restrictiv...
Date: 17 February, 2010We deal with the solvablity and a weak formulation of nonlinear partial diffe...
In the field of quantitative financial analysis, the Black-Scholes Model has exerted significant inf...
In the field of quantitative financial analysis, the Black-Scholes Model has exerted significant inf...
In this paper we apply the innovative Laplace transformation method introduced by Sheen, Sloan, and ...