Nonlinear diffusion with the p-Laplacian in a Black-Scholes-type model
oleh: Peter Takac
| Format: | Article |
|---|---|
| Diterbitkan: | Texas State University 2023-03-01 |
Deskripsi
Subjek
nonlinear parabolic equation; p-laplacian; nonlinear semigroup; black-scholes equation; option pricing