Nonhypoellipticity and comparison principle for partial differential equations of Black

Nonhypoellipticity and comparison principle for partial differential equations of Black–Scholes type

Published:2011-06 Issue:3 Volume:12 Page:1429-1436
ISSN:1468-1218
Container-title:Nonlinear Analysis: Real World Applications
language:en
Short-container-title:Nonlinear Analysis: Real World Applications

Author:

Agliardi R.,Popivanov P.,Slavova A.

Publisher

Elsevier BV

Subject

Applied Mathematics,Computational Mathematics,General Economics, Econometrics and Finance,General Engineering,General Medicine,Analysis

Reference17 articles.

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5. Liquidity risk and arbitrage pricing theory;Cetin;Finance Stoch.,2004

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