Add to ORKGThis 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 financial industry, the option pricing is an important problem. The Operator Splitting Method is ...
Abstract: In this work, we apply He’s variotional iteration method for obtaining analytic solutions ...
This paper revisits some solution methods for Black-Scholes equation and some of its nonlinear versi...
Copyright c © 2013 R. Agliardi et al. This is an open access article distributed under the Creative ...
AbstractThe aim of this paper is to study the Black-Scholes option pricing model. We discuss some de...
In this work we consider the nonlinear case of Black-Scholes equation and apply it to American optio...
We study a nonlinear Black-Scholes partial differential equation whose nonlinearity is as a result ...
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...
>Magister Scientiae - MScWe present the Black-Scholes Merton partial differential equation (BSMPDE) ...
The purpose of this paper is to analyze and compute the early exercise boundary for a class of nonli...
Nonlinear Black–Scholes equations have been increasingly attracting interest over the last two decad...
In this paper we analyze a nonlinear Black-Scholes equation for pricing American style call option i...
In the field of quantitative financial analysis, the Black-Scholes Model has exerted significant inf...
In financial industry, the option pricing is an important problem. The Operator Splitting Method is ...
Abstract: In this work, we apply He’s variotional iteration method for obtaining analytic solutions ...
This paper revisits some solution methods for Black-Scholes equation and some of its nonlinear versi...
Copyright c © 2013 R. Agliardi et al. This is an open access article distributed under the Creative ...
AbstractThe aim of this paper is to study the Black-Scholes option pricing model. We discuss some de...
In this work we consider the nonlinear case of Black-Scholes equation and apply it to American optio...
We study a nonlinear Black-Scholes partial differential equation whose nonlinearity is as a result ...
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...
>Magister Scientiae - MScWe present the Black-Scholes Merton partial differential equation (BSMPDE) ...
The purpose of this paper is to analyze and compute the early exercise boundary for a class of nonli...
Nonlinear Black–Scholes equations have been increasingly attracting interest over the last two decad...
In this paper we analyze a nonlinear Black-Scholes equation for pricing American style call option i...
In the field of quantitative financial analysis, the Black-Scholes Model has exerted significant inf...
In financial industry, the option pricing is an important problem. The Operator Splitting Method is ...
Abstract: In this work, we apply He’s variotional iteration method for obtaining analytic solutions ...