Construction of Green's functions for the Black-Scholes equation.
Melnikov, Max Y.; Melnikov, Yuri A.
Electronic Journal of Differential Equations (EJDE) [electronic only] (2007)
- Volume: 2007, page Paper No. 153, 14 p., electronic only-Paper No. 153, 14 p., electronic only
- ISSN: 1072-6691
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topMelnikov, Max Y., and Melnikov, Yuri A.. "Construction of Green's functions for the Black-Scholes equation.." Electronic Journal of Differential Equations (EJDE) [electronic only] 2007 (2007): Paper No. 153, 14 p., electronic only-Paper No. 153, 14 p., electronic only. <http://eudml.org/doc/128868>.
@article{Melnikov2007,
author = {Melnikov, Max Y., Melnikov, Yuri A.},
journal = {Electronic Journal of Differential Equations (EJDE) [electronic only]},
keywords = {Black-Scholes equation; Green's function; terminal-boundary value problems; integral Laplace transform},
language = {eng},
pages = {Paper No. 153, 14 p., electronic only-Paper No. 153, 14 p., electronic only},
publisher = {Southwest Texas State University, Department of Mathematics, San Marcos, TX; North Texas State University, Department of Mathematics, Denton},
title = {Construction of Green's functions for the Black-Scholes equation.},
url = {http://eudml.org/doc/128868},
volume = {2007},
year = {2007},
}
TY - JOUR
AU - Melnikov, Max Y.
AU - Melnikov, Yuri A.
TI - Construction of Green's functions for the Black-Scholes equation.
JO - Electronic Journal of Differential Equations (EJDE) [electronic only]
PY - 2007
PB - Southwest Texas State University, Department of Mathematics, San Marcos, TX; North Texas State University, Department of Mathematics, Denton
VL - 2007
SP - Paper No. 153, 14 p., electronic only
EP - Paper No. 153, 14 p., electronic only
LA - eng
KW - Black-Scholes equation; Green's function; terminal-boundary value problems; integral Laplace transform
UR - http://eudml.org/doc/128868
ER -
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