مرکز منطقه ای اطلاع رساني علوم و فناوري - A nonlinear partial differential equation for american options in the entire domain of the state variable Original Research Article

Title of article :

A nonlinear partial differential equation for american options in the entire domain of the state variable Original Research Article

Author/Authors :

Valery A. Kholodnyi، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 1997

Pages :

From page :

5059

To page :

5070

Keywords :

Semilinear parabolic equation , discontinuous nonlinearity , multivalued generator , American option

Journal title :

Nonlinear Analysis Theory, Methods & Applications

Serial Year :

1997

Journal title :

Nonlinear Analysis Theory, Methods & Applications

Record number :

856431

Link To Document :