A note about option pricing and nonlinear partial differential equations (I)

We present the fundamentals of option pricing problem in a less restrictive contexts than the one proposed by Black-Scholes using nonlinear partial differential equations.

Detalles Bibliográficos
Autor Principal: Moreno Trujillo, John Freddy
Formato: Artículo (Article)
Lenguaje:Español (Spanish)
Publicado: Facultad de Finanzas, Gobierno y Relaciones Internacionales 2019
Acceso en línea:https://revistas.uexternado.edu.co/index.php/odeon/article/view/5949