A Quasilinear Parabolic Equation with Quadratic Growth of the Gradient modeling Incomplete Financial Markets-Reference-Cited by-同舟云学术

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A Quasilinear Parabolic Equation with Quadratic Growth of the Gradient modeling Incomplete Financial Markets

Published:2004 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

Düring Bertram,Jüngel Ansgar

Publisher

Elsevier BV

Reference34 articles.

1. Quasilinear elliptic-parabolic differential equations;H W Alt;Math. Z,1983

2. On a nonlinear partial differential equation having natural growth terms and unbounded solution;A Bensoussan;Ann. Inst. Henri Poincar�, Anal. non lin�aire,1988

3. Uniqueness and the maximum principle for quasilinear elliptic equations with quadratic growth conditions;G Barles;Arch. Ration. Mech. Anal,1995

4. Heterogeneity and option pricing;S Benninga;Review Derivatives Res,2000

5. A unified presentation of two existence results for problems with natural growth;L Boccardo;Progress in Partial Differential Equations: The Metz Surveys,1993

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