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.
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| Formato: | Artículo (Article) |
| Lenguaje: | Español (Spanish) |
| Publicado: |
Facultad de Finanzas, Gobierno y Relaciones Internacionales
2019
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| Acceso en línea: | https://revistas.uexternado.edu.co/index.php/odeon/article/view/5949 |