On the multidimensional Black-Scholes partial differential equation
Tristan Guillaume
| Year of publication: |
2019
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|---|---|
| Authors: | Guillaume, Tristan |
| Published in: |
Decision making and risk/return optimization in financial economics. - New York, NY, USA : Springer. - 2019, p. 229-251
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| Subject: | Black-Scholes multidimensional equation | Multiasset option | Dimension | Parabolic | Mixed derivative | Multivariate normal distribution | Heat equation | Option on the maximum | Double barrier | Optionspreistheorie | Option pricing theory | Derivat | Derivative | Black-Scholes-Modell | Black-Scholes model | Analysis | Mathematical analysis | Stochastischer Prozess | Stochastic process | Optionsgeschäft | Option trading | Multivariate Analyse | Multivariate analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Other identifiers: | 10.1007/s10479-018-3001-1 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012134802