Feedback control of the multi-asset Black-Scholes PDE using differential flatness theory
G. Rigatos and P. Siano
| Year of publication: |
June 2016
|
|---|---|
| Authors: | Rigatos, Gerasimos G. ; Siano, P. |
| Published in: |
International journal of financial engineering. - New Jersey : World Scientific, ISSN 2424-7863, ZDB-ID 2832504-7. - Vol. 3.2016, 2, p. 1-15
|
| Subject: | Multi-asset Black-Scholes PDE | differential flatnss theory | control of distributed parameters systems | nonlinear feedback control | Theorie | Theory | Black-Scholes-Modell | Black-Scholes model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1142/S2424786316500080 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011577097