Construction of Green's functions for the Black-Scholes equation.
Melnikov, Max Y. ; Melnikov, Yuri A.
Electronic Journal of Differential Equations (EJDE) [electronic only], Tome 2007 (2007), / Harvested from The Electronic Library of Mathematics
Publié le : 2007-01-01
EUDML-ID : urn:eudml:doc:128868
@article{05243101,
     title = {Construction of Green's functions for the Black-Scholes equation.},
     journal = {Electronic Journal of Differential Equations (EJDE) [electronic only]},
     volume = {2007},
     year = {2007},
     zbl = {1136.35400},
     language = {en},
     url = {http://dml.mathdoc.fr/item/05243101}
}
Melnikov, Max Y.; Melnikov, Yuri A. Construction of Green's functions for the Black-Scholes equation.. Electronic Journal of Differential Equations (EJDE) [electronic only], Tome 2007 (2007) . http://gdmltest.u-ga.fr/item/05243101/