Matches in SemOpenAlex for { <https://semopenalex.org/work/W1964483020> ?p ?o ?g. }
Showing items 1 to 69 of
69
with 100 items per page.
- W1964483020 abstract "We study a modification of the Black-Scholes equation allowing for uncertain volatility. The model leads to a partial differential equation with non-linear dependence upon the highest derivative. Under certain assumptions, we show existence and uniqueness of a solution to the Cauchy problem." @default.
- W1964483020 created "2016-06-24" @default.
- W1964483020 creator A5001256912 @default.
- W1964483020 creator A5027317343 @default.
- W1964483020 date "2009-01-01" @default.
- W1964483020 modified "2023-09-28" @default.
- W1964483020 title "A non-linear Black-Scholes equation" @default.
- W1964483020 cites W1523615189 @default.
- W1964483020 cites W2077791698 @default.
- W1964483020 doi "https://doi.org/10.1504/ijbpscm.2009.026264" @default.
- W1964483020 hasPublicationYear "2009" @default.
- W1964483020 type Work @default.
- W1964483020 sameAs 1964483020 @default.
- W1964483020 citedByCount "3" @default.
- W1964483020 countsByYear W19644830202015 @default.
- W1964483020 crossrefType "journal-article" @default.
- W1964483020 hasAuthorship W1964483020A5001256912 @default.
- W1964483020 hasAuthorship W1964483020A5027317343 @default.
- W1964483020 hasBestOaLocation W19644830202 @default.
- W1964483020 hasConcept C106159729 @default.
- W1964483020 hasConcept C111771559 @default.
- W1964483020 hasConcept C134306372 @default.
- W1964483020 hasConcept C149782125 @default.
- W1964483020 hasConcept C162324750 @default.
- W1964483020 hasConcept C163128081 @default.
- W1964483020 hasConcept C2777021972 @default.
- W1964483020 hasConcept C28826006 @default.
- W1964483020 hasConcept C33923547 @default.
- W1964483020 hasConcept C91602232 @default.
- W1964483020 hasConcept C93779851 @default.
- W1964483020 hasConceptScore W1964483020C106159729 @default.
- W1964483020 hasConceptScore W1964483020C111771559 @default.
- W1964483020 hasConceptScore W1964483020C134306372 @default.
- W1964483020 hasConceptScore W1964483020C149782125 @default.
- W1964483020 hasConceptScore W1964483020C162324750 @default.
- W1964483020 hasConceptScore W1964483020C163128081 @default.
- W1964483020 hasConceptScore W1964483020C2777021972 @default.
- W1964483020 hasConceptScore W1964483020C28826006 @default.
- W1964483020 hasConceptScore W1964483020C33923547 @default.
- W1964483020 hasConceptScore W1964483020C91602232 @default.
- W1964483020 hasConceptScore W1964483020C93779851 @default.
- W1964483020 hasLocation W19644830201 @default.
- W1964483020 hasLocation W19644830202 @default.
- W1964483020 hasOpenAccess W1964483020 @default.
- W1964483020 hasPrimaryLocation W19644830201 @default.
- W1964483020 hasRelatedWork W130888288 @default.
- W1964483020 hasRelatedWork W1863741896 @default.
- W1964483020 hasRelatedWork W1985711989 @default.
- W1964483020 hasRelatedWork W1986204234 @default.
- W1964483020 hasRelatedWork W2001146683 @default.
- W1964483020 hasRelatedWork W2020420362 @default.
- W1964483020 hasRelatedWork W2033677516 @default.
- W1964483020 hasRelatedWork W2042683957 @default.
- W1964483020 hasRelatedWork W2059456529 @default.
- W1964483020 hasRelatedWork W2064814678 @default.
- W1964483020 hasRelatedWork W2081458347 @default.
- W1964483020 hasRelatedWork W2084210474 @default.
- W1964483020 hasRelatedWork W2091265977 @default.
- W1964483020 hasRelatedWork W2143847398 @default.
- W1964483020 hasRelatedWork W2171297277 @default.
- W1964483020 hasRelatedWork W2292440824 @default.
- W1964483020 hasRelatedWork W2946939443 @default.
- W1964483020 hasRelatedWork W3022852817 @default.
- W1964483020 hasRelatedWork W3043109681 @default.
- W1964483020 hasRelatedWork W3156148599 @default.
- W1964483020 isParatext "false" @default.
- W1964483020 isRetracted "false" @default.
- W1964483020 magId "1964483020" @default.
- W1964483020 workType "article" @default.