Option prices under liquidity risk as weak solutions of semilinear diffusion equations

Location
Deutsche Nationalbibliothek Frankfurt am Main
ISSN
1420-9004
Extent
Online-Ressource
Language
Englisch
Notes
online resource.

Bibliographic citation
Option prices under liquidity risk as weak solutions of semilinear diffusion equations ; volume:24 ; number:2 ; day:18 ; month:2 ; year:2017 ; pages:1-32 ; date:4.2017
Nonlinear differential equations and applications ; 24, Heft 2 (18.2.2017), 1-32, 4.2017

Classification
Wirtschaft

Creator
Fahrenwaldt, M. A.
Contributor
Roch, A. F.
SpringerLink (Online service)

DOI
10.1007/s00030-017-0435-0
URN
urn:nbn:de:1111-2017032510087
Rights
Der Zugriff auf das Objekt ist unbeschränkt möglich.
Last update
14.08.2025, 11:02 AM CEST

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Associated

  • Fahrenwaldt, M. A.
  • Roch, A. F.
  • SpringerLink (Online service)

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