A parabolic problem arising in Financial Mathematics
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.
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| Acceso en línea: | http://hdl.handle.net/20.500.12110/paper_14681218_v11_n2_p759_Amster |
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todo:paper_14681218_v11_n2_p759_Amster2023-10-03T16:17:26Z A parabolic problem arising in Financial Mathematics Amster, P. Averbuj, C. De Nápoli, P. Mariani, M.C. Financial Mathematics Parabolic problems Existence and uniqueness of solution Financial mathematics Method of upper and lower solutions Parabolic problems Mathematical techniques Finance 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. Fil:Amster, P. Universidad de Buenos Aires. Facultad de Ciencias Exactas y Naturales; Argentina. Fil:Averbuj, C. Universidad de Buenos Aires. Facultad de Ciencias Exactas y Naturales; Argentina. Fil:De Nápoli, P. Universidad de Buenos Aires. Facultad de Ciencias Exactas y Naturales; Argentina. Fil:Mariani, M.C. Universidad de Buenos Aires. Facultad de Ciencias Exactas y Naturales; Argentina. JOUR info:eu-repo/semantics/openAccess http://creativecommons.org/licenses/by/2.5/ar http://hdl.handle.net/20.500.12110/paper_14681218_v11_n2_p759_Amster |
| institution |
Universidad de Buenos Aires |
| institution_str |
I-28 |
| repository_str |
R-134 |
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Biblioteca Digital - Facultad de Ciencias Exactas y Naturales (UBA) |
| topic |
Financial Mathematics Parabolic problems Existence and uniqueness of solution Financial mathematics Method of upper and lower solutions Parabolic problems Mathematical techniques Finance |
| spellingShingle |
Financial Mathematics Parabolic problems Existence and uniqueness of solution Financial mathematics Method of upper and lower solutions Parabolic problems Mathematical techniques Finance Amster, P. Averbuj, C. De Nápoli, P. Mariani, M.C. A parabolic problem arising in Financial Mathematics |
| topic_facet |
Financial Mathematics Parabolic problems Existence and uniqueness of solution Financial mathematics Method of upper and lower solutions Parabolic problems Mathematical techniques Finance |
| description |
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. |
| format |
JOUR |
| author |
Amster, P. Averbuj, C. De Nápoli, P. Mariani, M.C. |
| author_facet |
Amster, P. Averbuj, C. De Nápoli, P. Mariani, M.C. |
| author_sort |
Amster, P. |
| title |
A parabolic problem arising in Financial Mathematics |
| title_short |
A parabolic problem arising in Financial Mathematics |
| title_full |
A parabolic problem arising in Financial Mathematics |
| title_fullStr |
A parabolic problem arising in Financial Mathematics |
| title_full_unstemmed |
A parabolic problem arising in Financial Mathematics |
| title_sort |
parabolic problem arising in financial mathematics |
| url |
http://hdl.handle.net/20.500.12110/paper_14681218_v11_n2_p759_Amster |
| work_keys_str_mv |
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