Open AccessSolvability of a stationary nonlinear Black-Scholes equation under conditions on the potential
Author(s) -
Fátima Fabião,
Maria do Rosário Grossinho,
Onofre Simões,
Alberto Cabada,
Eduardo Liz,
Juanjo Nieto
Publication year - 2009
Publication title -
aip conference proceedings
Language(s) - English
Resource type - Conference proceedings
SCImago Journal Rank - 0.177
H-Index - 75
eISSN - 1551-7616
pISSN - 0094-243X
DOI - 10.1063/1.3142925
Subject(s) - nonlinear system , black–scholes model , mathematics , physics , econometrics , quantum mechanics , volatility (finance)
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