Publicação
Positive solutions of a Dirichlet problem for a stationary nonlinear Black-Scholes equation
| dc.contributor.author | Fabião, Fátima | |
| dc.contributor.author | Grossinho, Maria do Rosário | |
| dc.contributor.author | Simões, Onofre Alves | |
| dc.date.accessioned | 2023-04-17T10:26:36Z | |
| dc.date.available | 2023-04-17T10:26:36Z | |
| dc.date.issued | 2009 | |
| dc.description.abstract | In this paper, we study the existence of stationary solutions of a nonlinear Black–Scholes type equation that concerns an option pricing model with stochastic volatility… | pt_PT |
| dc.description.version | info:eu-repo/semantics/publishedVersion | pt_PT |
| dc.identifier.citation | Fabião, Fátima, Maria do Rosário Grossinho and Onofre Alves Simões .(2009). “Positive solutions of a Dirichlet problem for a stationary nonlinear Black-Scholes equation”. Nonlinear Analysis, Vol. 71: pp. 4624–4631. (Search PDF in 2023). | pt_PT |
| dc.identifier.doi | 10.1016/j.na.2009.03.026 | pt_PT |
| dc.identifier.issn | 0362-546X | |
| dc.identifier.uri | http://hdl.handle.net/10400.5/27634 | |
| dc.language.iso | eng | pt_PT |
| dc.publisher | Elsevier | pt_PT |
| dc.subject | Black–Scholes Equation | pt_PT |
| dc.subject | Stochastic Volatility | pt_PT |
| dc.subject | Stationary Solutions | pt_PT |
| dc.subject | Existence and localization | pt_PT |
| dc.title | Positive solutions of a Dirichlet problem for a stationary nonlinear Black-Scholes equation | pt_PT |
| dc.type | journal article | |
| dspace.entity.type | Publication | |
| rcaap.rights | openAccess | pt_PT |
| rcaap.type | article | pt_PT |