Finite difference methods for the non-linear Black-Scholes-Barenblatt equation
vorgelegt von Albrecht Budke
| Year of publication: |
2013
|
|---|---|
| Authors: | Budke, Albrecht |
| Subject: | Uncertain Volatility | Black.Scholes-Barenblatt | Black-Scholes | non-linear | option pricing | American options | European options | multi-dimensional | Finite Differences | monotone | monotonicity | viscosity solution | basket options | optimal control | Optionspreistheorie | Option pricing theory | Volatilität | Volatility | Black-Scholes-Modell | Black-Scholes model | Finite-Differenzen-Methode |
| Description of contents: |
Zsfassung in dt. und engl. Sprache
|
freely available