Solutions to a stationary nonlinear Black–Scholes type equation-Reference-Cited by-同舟云学术

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Solutions to a stationary nonlinear Black–Scholes type equation

Published:2002-12 Issue:1 Volume:276 Page:231-238
ISSN:0022-247X
Container-title:Journal of Mathematical Analysis and Applications
language:en
Short-container-title:Journal of Mathematical Analysis and Applications

Author:

Amster P.,Averbuj C.G.,Mariani M.C.

Publisher

Elsevier BV

Subject

Applied Mathematics,Analysis

Reference9 articles.

1. Quantitative Modeling of Derivative Securities;Avellaneda,2000

2. A boundary value problem for a semilinear second order ODE;Amster;Rev. Un. Mat. Argentina,2000

3. Risk neutral stochastic volatility model;Avellaneda;Internat. J. Theor. Appl. Finance,1998

4. Dynamic Asset Pricing Theory;Duffie,1996

5. Elliptic Partial Differential Equations of Second Order;Gilbarg,1983

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1. Numerical simulation of a nonlinear model in finance by Broyden’s method;ScienceAsia;2024

2. An Efficient Numerical Method Based on Exponential B-splines for a Time-Fractional Black–Scholes Equation Governing European Options;Computational Economics;2023-11-08

3. Numerical solution of ψ-Hilfer fractional Black–Scholes equations via space–time spectral collocation method;Alexandria Engineering Journal;2023-05

4. Hahn hybrid functions for solving distributed order fractional Black–Scholes European option pricing problem arising in financial market;Mathematical Methods in the Applied Sciences;2022-12-08

5. Block-pulse operational matrix method for solving fractional Black-Scholes equation;Journal of Economic Studies;2017-08-14

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