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A parabolic problem arising in Financial Mathematics

Authors :
Amster, P.
Averbuj, C.
De Nápoli, P.
Mariani, M.C.
Source :
Nonlinear Analysis: Real World Applications. Apr2010, Vol. 11 Issue 2, p759-763. 5p.
Publication Year :
2010

Abstract

Abstract: We study a parabolic problem arising in Financial Mathematics. Under suitable conditions, we prove the existence and uniqueness of solutions in a general domain using the method of upper and lower solutions and a diagonal argument. [Copyright &y& Elsevier]

Subjects

Subjects :
*BUSINESS mathematics
*NUMERICAL solutions to parabolic differential equations
*INITIAL value problems
*MATHEMATICAL analysis
*ECONOMIC models
*MATHEMATICAL models of finance

Details

Language :
English
ISSN :
14681218
Volume :
11
Issue :
2
Database :
Academic Search Index
Journal :
Nonlinear Analysis: Real World Applications
Publication Type :
Academic Journal
Accession number :
45417905
Full Text :
https://doi.org/10.1016/j.nonrwa.2009.01.019
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