We study a nonlinear degenerate partial Differential Equation arising in Mathematical Finance. We prove the existence of a solution to the Cauchy problem by using the PDE's regularity theory on Lie group
We consider one transaction costs model which was suggested by Cetin, Jarrow and Protter (2004) for ...
We study the general model of self-financing trading strategies in illiquid markets introduced by Sc...
We study the first boundary value problem for a class of nonlinear degenerate parabolic equations −∂...
We study a nonlinear degenerate partial Differential Equation arising in Mathematical Finance. We pr...
We considera nonlinear degenerate parabolic equation which arises in some recent problems of mathema...
We study the interior regularity properties of the solutions of a nonlinear degenerate equation aris...
AbstractWe study the interior regularity properties of the solutions of a nonlinear degenerate equat...
We provide group invariant solutions to two nonlinear differential equations associated with the val...
We study the first boundary value problem for a class of nonlinear degenerate parabolic equations ....
This dissertation is concerned with nonlinear partial differential equations and their financial ap...
In the first part of our thesis, we prove existence, uniqueness and regularity of solutions for a ce...
In the standard modeling of the pricing of options and derivatives as generally understood these day...
In this paper we prove the existence of nonsmooth viscosity solutions for Dirichlet problems involvi...
Abstract. We study a parabolic problem arising in Financial Mathematics. Under suitable conditions, ...
AbstractWe provide a group classification of a class of nonlinearisable evolution partial differenti...
We consider one transaction costs model which was suggested by Cetin, Jarrow and Protter (2004) for ...
We study the general model of self-financing trading strategies in illiquid markets introduced by Sc...
We study the first boundary value problem for a class of nonlinear degenerate parabolic equations −∂...
We study a nonlinear degenerate partial Differential Equation arising in Mathematical Finance. We pr...
We considera nonlinear degenerate parabolic equation which arises in some recent problems of mathema...
We study the interior regularity properties of the solutions of a nonlinear degenerate equation aris...
AbstractWe study the interior regularity properties of the solutions of a nonlinear degenerate equat...
We provide group invariant solutions to two nonlinear differential equations associated with the val...
We study the first boundary value problem for a class of nonlinear degenerate parabolic equations ....
This dissertation is concerned with nonlinear partial differential equations and their financial ap...
In the first part of our thesis, we prove existence, uniqueness and regularity of solutions for a ce...
In the standard modeling of the pricing of options and derivatives as generally understood these day...
In this paper we prove the existence of nonsmooth viscosity solutions for Dirichlet problems involvi...
Abstract. We study a parabolic problem arising in Financial Mathematics. Under suitable conditions, ...
AbstractWe provide a group classification of a class of nonlinearisable evolution partial differenti...
We consider one transaction costs model which was suggested by Cetin, Jarrow and Protter (2004) for ...
We study the general model of self-financing trading strategies in illiquid markets introduced by Sc...
We study the first boundary value problem for a class of nonlinear degenerate parabolic equations −∂...
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