✦ LIBER ✦

A unique solution to a semilinear Black-Scholes partial differential equation for valuing multi-assets of American options

✍ Scribed by Qing-li Luo; Wan-cheng Sheng

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

A semilinear Black and Scholes partial d

✍ Fred E. Benth; Kenneth H. Karlsen; Kristin Reikvam 📂 Article 📅 2003 🏛 Springer-Verlag 🌐 English ⚖ 232 KB

Uniqueness and existence of positive sol

✍ Zhou, Wen-Xue; Chu, Yan-Dong; BÄleanu, Dumitru 📂 Article 📅 2013 🏛 Springer International Publishing AG 🌐 English ⚖ 195 KB

On the uniqueness of solutions to some b

✍ V. P. Burskii 📂 Article 📅 1993 🏛 Springer 🌐 English ⚖ 745 KB

A sum operator method for the existence

✍ Chengbo Zhai; Weiping Yan; Chen Yang 📂 Article 📅 2013 🏛 Elsevier Science 🌐 English ⚖ 240 KB