Dohtani, Akitaka; Matsuyama, Jun A business-cycle model connecting heterogeneous micro investment behaviors with macro dynamics. (English) Zbl 07634542 Commun. Nonlinear Sci. Numer. Simul. 117, Article ID 106903, 22 p. (2023). MSC: 34C60 91B24 34C05 34D20 34C23 34D05 PDF BibTeX XML Cite \textit{A. Dohtani} and \textit{J. Matsuyama}, Commun. Nonlinear Sci. Numer. Simul. 117, Article ID 106903, 22 p. (2023; Zbl 07634542) Full Text: DOI OpenURL
Nabubie, Bashiruddin; Wang, Song Numerical techniques for determining implied volatility in option pricing. (English) Zbl 1505.91414 J. Comput. Appl. Math. 422, Article ID 114913, 12 p. (2023). MSC: 91G60 65M06 91G20 PDF BibTeX XML Cite \textit{B. Nabubie} and \textit{S. Wang}, J. Comput. Appl. Math. 422, Article ID 114913, 12 p. (2023; Zbl 1505.91414) Full Text: DOI OpenURL
Smirnov, S. N. Guaranteed deterministic approach to superhedging: mixed strategies and game equilibrium. (English. Russian original) Zbl 07669039 Autom. Remote Control 83, No. 12, 2019-2036 (2022); translation from Mat. Teor. Igr Prilozh. 12, No. 1, 60-90 (2020). MSC: 91G20 91A80 PDF BibTeX XML Cite \textit{S. N. Smirnov}, Autom. Remote Control 83, No. 12, 2019--2036 (2022; Zbl 07669039); translation from Mat. Teor. Igr Prilozh. 12, No. 1, 60--90 (2020) Full Text: DOI OpenURL
Smirnov, S. N. Guaranteed deterministic approach to superhedging: most unfavorable scenarios of market behavior and the moment problem. (English. Russian original) Zbl 07662534 Autom. Remote Control 83, No. 11, 1820-1842 (2022); translation from Mat. Teor. Igr Prilozh. 12, No. 3, 50-88 (2020). MSC: 91G20 91A80 PDF BibTeX XML Cite \textit{S. N. Smirnov}, Autom. Remote Control 83, No. 11, 1820--1842 (2022; Zbl 07662534); translation from Mat. Teor. Igr Prilozh. 12, No. 3, 50--88 (2020) Full Text: DOI OpenURL
Jaroszkowski, Bartosz; Jensen, Max Valuation of European options under an uncertain market price of volatility risk. (English) Zbl 07657806 Appl. Math. Finance 29, No. 3, 213-226 (2022). MSC: 91G60 65M60 91G20 PDF BibTeX XML Cite \textit{B. Jaroszkowski} and \textit{M. Jensen}, Appl. Math. Finance 29, No. 3, 213--226 (2022; Zbl 07657806) Full Text: DOI arXiv OpenURL
Ma, Siyuan; Zhang, Lin Price’s law for spin fields on a Schwarzschild background. (English) Zbl 1504.35546 Ann. PDE 8, No. 2, Paper No. 25, 100 p. (2022). MSC: 35Q75 83C57 83C25 35B40 PDF BibTeX XML Cite \textit{S. Ma} and \textit{L. Zhang}, Ann. PDE 8, No. 2, Paper No. 25, 100 p. (2022; Zbl 1504.35546) Full Text: DOI arXiv OpenURL
Bröcker, Johannes; Requate, Till Substitution and size effect for factor demand revisited. (English) Zbl 1505.91219 Econ. Theory Bull. 10, No. 2, 251-265 (2022). MSC: 91B42 91B24 35Q91 PDF BibTeX XML Cite \textit{J. Bröcker} and \textit{T. Requate}, Econ. Theory Bull. 10, No. 2, 251--265 (2022; Zbl 1505.91219) Full Text: DOI OpenURL
Kehrberger, Leonhard M. A. The case against smooth null infinity. III: Early-time asymptotics for higher \(\ell\)-modes of linear waves on a Schwarzschild background. (English) Zbl 1495.35033 Ann. PDE 8, No. 2, Paper No. 12, 117 p. (2022). MSC: 35B40 35L05 35L20 53Z05 83C05 83C35 PDF BibTeX XML Cite \textit{L. M. A. Kehrberger}, Ann. PDE 8, No. 2, Paper No. 12, 117 p. (2022; Zbl 1495.35033) Full Text: DOI arXiv OpenURL
Bank, Peter; Dolinsky, Yan; Rásonyi, Miklós What if we knew what the future brings? Optimal investment for a frontrunner with price impact. (English) Zbl 1497.91271 Appl. Math. Optim. 86, No. 2, Paper No. 25, 24 p. (2022). MSC: 91G10 91B16 PDF BibTeX XML Cite \textit{P. Bank} et al., Appl. Math. Optim. 86, No. 2, Paper No. 25, 24 p. (2022; Zbl 1497.91271) Full Text: DOI arXiv OpenURL
Shagalova, L. G. Piecewise linear price function of a differential game with simple dynamics and integral terminal price functional. (English. Russian original) Zbl 1490.49026 J. Math. Sci., New York 262, No. 6, 878-886 (2022); translation from Itogi Nauki Tekh., Ser. Sovrem. Mat. Prilozh., Temat. Obz. 168, 114-122 (2019). MSC: 49N70 49N75 91A05 91A23 35F21 PDF BibTeX XML Cite \textit{L. G. Shagalova}, J. Math. Sci., New York 262, No. 6, 878--886 (2022; Zbl 1490.49026); translation from Itogi Nauki Tekh., Ser. Sovrem. Mat. Prilozh., Temat. Obz. 168, 114--122 (2019) Full Text: DOI OpenURL
Kananthai, Amnuay; Thailert, Ekkarath On some properties of the option price related to the solution of the Black-Scholes equation. (English) Zbl 1487.91138 Thai J. Math. 20, No. 1, 503-510 (2022). MSC: 91G20 35Q91 PDF BibTeX XML Cite \textit{A. Kananthai} and \textit{E. Thailert}, Thai J. Math. 20, No. 1, 503--510 (2022; Zbl 1487.91138) Full Text: Link OpenURL
Mariani, Francesca; Fatone, Lorella Optimal solution of the liquidation problem under execution and price impact risks. (English) Zbl 1489.91286 Quant. Finance 22, No. 6, 1037-1049 (2022). MSC: 91G30 93E20 PDF BibTeX XML Cite \textit{F. Mariani} and \textit{L. Fatone}, Quant. Finance 22, No. 6, 1037--1049 (2022; Zbl 1489.91286) Full Text: DOI OpenURL
Park, Eunchae; Lyu, Jisang; Kim, Sangkwon; Lee, Chaeyoung; Lee, Wonjin; Choi, Yongho; Kwak, Soobin; Yoo, Changwoo; Hwang, Hyeongseok; Kim, Junseok Calibration of the temporally varying volatility and interest rate functions. (English) Zbl 1496.91091 Int. J. Comput. Math. 99, No. 5, 1066-1079 (2022). MSC: 91G20 91G30 35Q91 PDF BibTeX XML Cite \textit{E. Park} et al., Int. J. Comput. Math. 99, No. 5, 1066--1079 (2022; Zbl 1496.91091) Full Text: DOI OpenURL
Jiang, H.; Gibson, N. L.; Chen, Y. A stochastic model for the optimal allocation of hydropower flexibility in renewable energy markets. (English) Zbl 1489.91119 Stoch. Models 38, No. 2, 288-307 (2022). MSC: 91B32 91B24 91B74 93E20 49L25 PDF BibTeX XML Cite \textit{H. Jiang} et al., Stoch. Models 38, No. 2, 288--307 (2022; Zbl 1489.91119) Full Text: DOI OpenURL
Ma, Siyuan; Zhang, Lin Sharp decay estimates for massless Dirac fields on a Schwarzschild background. (English) Zbl 1503.83009 J. Funct. Anal. 282, No. 6, Article ID 109375, 112 p. (2022). MSC: 83C57 81R25 81U90 47A10 35L05 58J47 PDF BibTeX XML Cite \textit{S. Ma} and \textit{L. Zhang}, J. Funct. Anal. 282, No. 6, Article ID 109375, 112 p. (2022; Zbl 1503.83009) Full Text: DOI arXiv OpenURL
Bourrat, Pierrick Transitions in evolution: a formal analysis. (English) Zbl 1507.92068 Synthese 198, No. 4, 3699-3731 (2021). MSC: 92D15 PDF BibTeX XML Cite \textit{P. Bourrat}, Synthese 198, No. 4, 3699--3731 (2021; Zbl 1507.92068) Full Text: DOI OpenURL
Huang, Yihao; Li, Jing; Zhang, Juan; Jin, Zhen Dynamical analysis of the spread of African swine fever with the live pig price in China. (English) Zbl 1501.92162 Math. Biosci. Eng. 18, No. 6, 8123-8148 (2021). MSC: 92D30 91B74 34C60 PDF BibTeX XML Cite \textit{Y. Huang} et al., Math. Biosci. Eng. 18, No. 6, 8123--8148 (2021; Zbl 1501.92162) Full Text: DOI OpenURL
Daouda, Paré; Lamien, Kassiénou; Somé, Longin; Paré, Youssouf Solving generalized linear model of Black-Scholes with classical finite volume method. (English) Zbl 1499.91169 Int. J. Numer. Methods Appl. 20, No. 1, 17-40 (2021). MSC: 91G60 65M08 35F16 35Q91 PDF BibTeX XML Cite \textit{P. Daouda} et al., Int. J. Numer. Methods Appl. 20, No. 1, 17--40 (2021; Zbl 1499.91169) Full Text: DOI OpenURL
Lima, L. S.; Melgaço, J. H. C. Dynamics of stocks prices based in the Black & Scholes equation and nonlinear stochastic differentials equations. (English) Zbl 07482387 Physica A 581, Article ID 126220, 9 p. (2021). MSC: 82-XX PDF BibTeX XML Cite \textit{L. S. Lima} and \textit{J. H. C. Melgaço}, Physica A 581, Article ID 126220, 9 p. (2021; Zbl 07482387) Full Text: DOI OpenURL
Matsumoto, Akio; Szidarovszky, Ferenc Delay dynamics in nonlinear monopoly with gradient adjustment. (English) Zbl 1480.91106 Decis. Econ. Finance 44, No. 2, 533-557 (2021). MSC: 91B24 PDF BibTeX XML Cite \textit{A. Matsumoto} and \textit{F. Szidarovszky}, Decis. Econ. Finance 44, No. 2, 533--557 (2021; Zbl 1480.91106) Full Text: DOI OpenURL
Jin, Ting; Yang, Xiangfeng Monotonicity theorem for the uncertain fractional differential equation and application to uncertain financial market. (English) Zbl 07431512 Math. Comput. Simul. 190, 203-221 (2021). MSC: 91-XX 34-XX PDF BibTeX XML Cite \textit{T. Jin} and \textit{X. Yang}, Math. Comput. Simul. 190, 203--221 (2021; Zbl 07431512) Full Text: DOI OpenURL
Zhang, Meng; Zhao, Yi; Song, Xinyu Dynamics of bilateral control system with state feedback for price adjustment strategy. (English) Zbl 1482.34129 Int. J. Biomath. 14, No. 5, Article ID 2150031, 17 p. (2021). MSC: 34C60 91B55 34A37 34C05 34D20 34D05 PDF BibTeX XML Cite \textit{M. Zhang} et al., Int. J. Biomath. 14, No. 5, Article ID 2150031, 17 p. (2021; Zbl 1482.34129) Full Text: DOI OpenURL
Yang, Yuzhe; Wang, Fang Dynamics of general equilibrium price with three commodity markets. (Chinese. English summary) Zbl 1488.34300 Math. Appl. 34, No. 3, 786-790 (2021). MSC: 34C60 34C05 34D05 34D45 91B24 91B50 34C12 PDF BibTeX XML Cite \textit{Y. Yang} and \textit{F. Wang}, Math. Appl. 34, No. 3, 786--790 (2021; Zbl 1488.34300) OpenURL
Cui, Liyuan; Hong, Yongmiao; Li, Yingxing Solving Euler equations via two-stage nonparametric penalized splines. (English) Zbl 1471.62325 J. Econom. 222, No. 2, 1024-1056 (2021). MSC: 62G08 62G05 62G20 62P20 PDF BibTeX XML Cite \textit{L. Cui} et al., J. Econom. 222, No. 2, 1024--1056 (2021; Zbl 1471.62325) Full Text: DOI OpenURL
Shashiashvili, Malkhaz; Dochviri, Besarion; Lominashvili, Giorgi A note on the nonlinear Volterra integral equation for the early exercise boundary. (English) Zbl 1473.91024 Georgian Math. J. 28, No. 2, 305-311 (2021). MSC: 91G20 45D05 60G40 91G80 PDF BibTeX XML Cite \textit{M. Shashiashvili} et al., Georgian Math. J. 28, No. 2, 305--311 (2021; Zbl 1473.91024) Full Text: DOI OpenURL
Yang, Xiangfeng; Liu, Yuhan; Park, Gyei-Kark Parameter estimation of uncertain differential equation with application to financial market. (English) Zbl 1490.91201 Chaos Solitons Fractals 139, Article ID 110026, 11 p. (2020). MSC: 91G15 91G20 62F10 PDF BibTeX XML Cite \textit{X. Yang} et al., Chaos Solitons Fractals 139, Article ID 110026, 11 p. (2020; Zbl 1490.91201) Full Text: DOI OpenURL
Hess, Markus Pricing electricity forwards under future information on the stochastic mean-reversion level. (English) Zbl 1465.91115 Decis. Econ. Finance 43, No. 2, 751-767 (2020). MSC: 91G20 60G51 PDF BibTeX XML Cite \textit{M. Hess}, Decis. Econ. Finance 43, No. 2, 751--767 (2020; Zbl 1465.91115) Full Text: DOI OpenURL
Zhao, Jun; Zhou, Ru; Zhao, Peibiao Existence and uniqueness of martingale solutions to option pricing equations with noise. (English) Zbl 1464.35347 Lith. Math. J. 60, No. 4, 562-576 (2020). MSC: 35Q91 35Q30 91B24 91G20 76D05 35A01 35A02 PDF BibTeX XML Cite \textit{J. Zhao} et al., Lith. Math. J. 60, No. 4, 562--576 (2020; Zbl 1464.35347) Full Text: DOI OpenURL
Neuman, Eyal; Schied, Alexander; Weng, Chengguo; Xue, Xiaole A central bank strategy for defending a currency peg. (English) Zbl 1454.91138 Syst. Control Lett. 144, Article ID 104761, 7 p. (2020). MSC: 91B64 PDF BibTeX XML Cite \textit{E. Neuman} et al., Syst. Control Lett. 144, Article ID 104761, 7 p. (2020; Zbl 1454.91138) Full Text: DOI arXiv OpenURL
Guo, Jia-Hau; Chang, Lung-Fu A generalization of option pricing to price-limit markets. (English) Zbl 1451.91197 Rev. Deriv. Res. 23, No. 2, 145-161 (2020). MSC: 91G20 PDF BibTeX XML Cite \textit{J.-H. Guo} and \textit{L.-F. Chang}, Rev. Deriv. Res. 23, No. 2, 145--161 (2020; Zbl 1451.91197) Full Text: DOI OpenURL
Ge, Zhihao; Li, Tingting; Wang, Huifang The characteristic finite element method for the pricing problem of two-asset European options. (Chinese. English summary) Zbl 1463.65368 J. Numer. Methods Comput. Appl. 41, No. 1, 27-41 (2020). MSC: 65N30 91G20 91G60 65N15 91B24 PDF BibTeX XML Cite \textit{Z. Ge} et al., J. Numer. Methods Comput. Appl. 41, No. 1, 27--41 (2020; Zbl 1463.65368) OpenURL
Matsuda, Takeru; Takemura, Akimichi Game-theoretic derivation of upper hedging prices of multivariate contingent claims and submodularity. (English) Zbl 1436.91110 Japan J. Ind. Appl. Math. 37, No. 1, 213-248 (2020). Reviewer: Pavel Stoynov (Sofia) MSC: 91G20 91A80 PDF BibTeX XML Cite \textit{T. Matsuda} and \textit{A. Takemura}, Japan J. Ind. Appl. Math. 37, No. 1, 213--248 (2020; Zbl 1436.91110) Full Text: DOI arXiv OpenURL
Kabanov, Yuri; Pergamenshchikov, Serguei Ruin probabilities for a Lévy-driven generalised Ornstein-Uhlenbeck process. (English) Zbl 1430.91031 Finance Stoch. 24, No. 1, 39-69 (2020). Reviewer: Emilia Di Lorenzo (Napoli) MSC: 91B05 60J60 60G51 PDF BibTeX XML Cite \textit{Y. Kabanov} and \textit{S. Pergamenshchikov}, Finance Stoch. 24, No. 1, 39--69 (2020; Zbl 1430.91031) Full Text: DOI OpenURL
Kananthai, Amnuay; Chanaim, Somsak On the new form of the option price of the foreign currency related to Black-Scholes formula. (English) Zbl 1479.91402 Thai J. Math. 17, No. 2, 527-538 (2019). MSC: 91G20 35Q91 PDF BibTeX XML Cite \textit{A. Kananthai} and \textit{S. Chanaim}, Thai J. Math. 17, No. 2, 527--538 (2019; Zbl 1479.91402) Full Text: Link OpenURL
Kananthai, Amnuay The discovering of the new option price of the stock price related to the Nobel Prize work of F. Black and M. Scholes. (English) Zbl 1441.91076 Thai J. Math. 17, No. 1, 63-74 (2019). MSC: 91G20 35K05 35Q91 PDF BibTeX XML Cite \textit{A. Kananthai}, Thai J. Math. 17, No. 1, 63--74 (2019; Zbl 1441.91076) Full Text: Link OpenURL
Davies, Roy O.; Ostaszewski, Adam J. Optimal forward contract design for inventory: a value-of-waiting analysis. (English) Zbl 1448.90008 Brzdęk, Janusz (ed.) et al., Ulam type stability. Based on the conferences on Ulam type stability (CUTS), Cluj-Napoca, Romania, July 4–9, 2016 and Timisoara, Romania, October 8–13, 2018. Cham: Springer. 73-96 (2019). MSC: 90B05 90B30 62R07 60J65 PDF BibTeX XML Cite \textit{R. O. Davies} and \textit{A. J. Ostaszewski}, in: Ulam type stability. Based on the conferences on Ulam type stability (CUTS), Cluj-Napoca, Romania, July 4--9, 2016 and Timisoara, Romania, October 8--13, 2018. Cham: Springer. 73--96 (2019; Zbl 1448.90008) Full Text: DOI arXiv OpenURL
Liu, Chao; Xun, Xinying; Zhang, Qingling; Li, Yuanke Dynamical analysis and optimal control in a hybrid stochastic double delayed bioeconomic system with impulsive contaminants emission and Lévy jumps. (English) Zbl 1428.34081 Appl. Math. Comput. 352, 99-118 (2019). MSC: 34F05 92D25 34A37 34C60 34H05 60H10 PDF BibTeX XML Cite \textit{C. Liu} et al., Appl. Math. Comput. 352, 99--118 (2019; Zbl 1428.34081) Full Text: DOI OpenURL
Yang, Yipeng Finite horizon optimal execution with bounded rate of transaction. (English) Zbl 1430.91102 Stoch. Models 35, No. 4, 469-495 (2019). Reviewer: Andrzej Świerniak (Gliwice) MSC: 91G15 93E20 49L25 49J30 PDF BibTeX XML Cite \textit{Y. Yang}, Stoch. Models 35, No. 4, 469--495 (2019; Zbl 1430.91102) Full Text: DOI OpenURL
Dragicevic, Arnaud Z. Conditional rehabilitation of cooperation under strategic uncertainty. (English) Zbl 1426.91033 J. Math. Biol. 79, No. 5, 1973-2003 (2019). MSC: 91A22 91B76 92D25 PDF BibTeX XML Cite \textit{A. Z. Dragicevic}, J. Math. Biol. 79, No. 5, 1973--2003 (2019; Zbl 1426.91033) Full Text: DOI OpenURL
Lu, Ziqiang; Yan, Hongyan; Zhu, Yuanguo European option pricing model based on uncertain fractional differential equation. (English) Zbl 1426.34061 Fuzzy Optim. Decis. Mak. 18, No. 2, 199-217 (2019). MSC: 34C60 91B24 34A08 PDF BibTeX XML Cite \textit{Z. Lu} et al., Fuzzy Optim. Decis. Mak. 18, No. 2, 199--217 (2019; Zbl 1426.34061) Full Text: DOI OpenURL
Balázs, István; Krisztin, Tibor Global stability for price models with delay. (English) Zbl 1455.34072 J. Dyn. Differ. Equations 31, No. 3, 1327-1339 (2019). MSC: 34K20 34K40 PDF BibTeX XML Cite \textit{I. Balázs} and \textit{T. Krisztin}, J. Dyn. Differ. Equations 31, No. 3, 1327--1339 (2019; Zbl 1455.34072) Full Text: DOI OpenURL
Becherer, Dirk; Bilarev, Todor; Frentrup, Peter Stability for gains from large investors’ strategies in \(M_{1}/J_{1}\) topologies. (English) Zbl 1459.60121 Bernoulli 25, No. 2, 1105-1140 (2019). MSC: 60H10 60F17 91G10 PDF BibTeX XML Cite \textit{D. Becherer} et al., Bernoulli 25, No. 2, 1105--1140 (2019; Zbl 1459.60121) Full Text: DOI arXiv Euclid OpenURL
Chong, Wing Fung; Hu, Ying; Liang, Gechun; Zariphopoulou, Thaleia An ergodic BSDE approach to forward entropic risk measures: representation and large-maturity behavior. (English) Zbl 1435.91200 Finance Stoch. 23, No. 1, 239-273 (2019). Reviewer: Tamás Mátrai (Edinburgh) MSC: 91G70 60H10 91G80 PDF BibTeX XML Cite \textit{W. F. Chong} et al., Finance Stoch. 23, No. 1, 239--273 (2019; Zbl 1435.91200) Full Text: DOI arXiv OpenURL
Lima, L. S.; Miranda, L. L. B. Price dynamics of the financial markets using the stochastic differential equation for a potential double well. (English) Zbl 07548289 Physica A 490, 828-833 (2018). MSC: 82-XX PDF BibTeX XML Cite \textit{L. S. Lima} and \textit{L. L. B. Miranda}, Physica A 490, 828--833 (2018; Zbl 07548289) Full Text: DOI OpenURL
Kananthai, Amnuay; Chanaim, Somsak; Rungruang, Chongkolnee On the kernel of the Black-Scholes equation for the option price on future related to the Black-Scholes formula. (English) Zbl 1441.35239 Thai J. Math. 16, No. 3, 733-744 (2018). MSC: 35Q91 35K05 91G20 PDF BibTeX XML Cite \textit{A. Kananthai} et al., Thai J. Math. 16, No. 3, 733--744 (2018; Zbl 1441.35239) Full Text: Link OpenURL
Kananthai, Amnuay; Ouncharoen, Rujira On the Delta-hedging of the option price on future from the Black-Scholes equation. (English) Zbl 1441.35240 Thai J. Math. 16, No. 1, 195-202 (2018). MSC: 35Q91 35K05 91G20 PDF BibTeX XML Cite \textit{A. Kananthai} and \textit{R. Ouncharoen}, Thai J. Math. 16, No. 1, 195--202 (2018; Zbl 1441.35240) Full Text: Link OpenURL
Lazgham, Mourad Regularity properties in a state-constrained expected utility maximization problem. (English) Zbl 1418.91212 Math. Methods Oper. Res. 88, No. 2, 185-240 (2018). MSC: 91B16 90C39 93E20 49L25 PDF BibTeX XML Cite \textit{M. Lazgham}, Math. Methods Oper. Res. 88, No. 2, 185--240 (2018; Zbl 1418.91212) Full Text: DOI arXiv OpenURL
Alziary, Bénédicte; Takáč, Peter Analytic solutions and complete markets for the Heston model with stochastic volatility. (English) Zbl 1406.35415 Electron. J. Differ. Equ. 2018, Paper No. 168, 54 p. (2018). Reviewer: Rodica Luca (Iaşi) MSC: 35Q91 91B24 35B65 91G80 35K65 35K15 PDF BibTeX XML Cite \textit{B. Alziary} and \textit{P. Takáč}, Electron. J. Differ. Equ. 2018, Paper No. 168, 54 p. (2018; Zbl 1406.35415) Full Text: Link OpenURL
Slavova, Angela; Kyurkchiev, Nikolay On CNN model of Black-Scholes equation with Leland correction. (English) Zbl 1413.91130 C. R. Acad. Bulg. Sci. 71, No. 2, 169-175 (2018). Reviewer: Petar Popivanov (Sofia) MSC: 91G60 65M12 65Y20 91G20 65M99 PDF BibTeX XML Cite \textit{A. Slavova} and \textit{N. Kyurkchiev}, C. R. Acad. Bulg. Sci. 71, No. 2, 169--175 (2018; Zbl 1413.91130) Full Text: DOI OpenURL
Gyulov, T. B.; Vulkov, L. G. Well posedness and comparison principle for option pricing with switching liquidity. (English) Zbl 1394.35514 Nonlinear Anal., Real World Appl. 43, 348-361 (2018). MSC: 35Q91 35R09 91G20 PDF BibTeX XML Cite \textit{T. B. Gyulov} and \textit{L. G. Vulkov}, Nonlinear Anal., Real World Appl. 43, 348--361 (2018; Zbl 1394.35514) Full Text: DOI arXiv OpenURL
Stehlíková, Beáta Perturbation analysis of a nonlinear equation arising in the Schaefer-Schwartz model of interest rates. (English) Zbl 1441.91081 Math. Slovaca 68, No. 3, 617-624 (2018). MSC: 91G30 34E05 34F05 60H30 65H05 PDF BibTeX XML Cite \textit{B. Stehlíková}, Math. Slovaca 68, No. 3, 617--624 (2018; Zbl 1441.91081) Full Text: DOI arXiv OpenURL
Carvajal-Rodríguez, A. Non-random mating and information theory. (English) Zbl 1397.92750 Theor. Popul. Biol. 120, 103-113 (2018). MSC: 92D50 62P10 PDF BibTeX XML Cite \textit{A. Carvajal-Rodríguez}, Theor. Popul. Biol. 120, 103--113 (2018; Zbl 1397.92750) Full Text: DOI OpenURL
Crewe, Paul; Gratwick, Richard; Grafen, Alan Defining fitness in an uncertain world. (English) Zbl 1396.92056 J. Math. Biol. 76, No. 5, 1059-1099 (2018). MSC: 92D15 60J99 92D10 PDF BibTeX XML Cite \textit{P. Crewe} et al., J. Math. Biol. 76, No. 5, 1059--1099 (2018; Zbl 1396.92056) Full Text: DOI Link OpenURL
Kananthai, Amnuay On the positive colored noise related to the option price from Black-Scholes equation. (English) Zbl 1441.35238 Thai J. Math. 15, No. 3, 861-872 (2017). MSC: 35Q91 35K05 91G20 PDF BibTeX XML Cite \textit{A. Kananthai}, Thai J. Math. 15, No. 3, 861--872 (2017; Zbl 1441.35238) Full Text: Link OpenURL
Chen, Nien-Ping; Li, Meng-Rong; Chiang-Lin, Tsung-Jui; Lee, Young-Shiuan; Miao, Daniel Wei-Chung Applications of linear ordinary differential equations and dynamic system to economics - an example of Taiwan stock index TAIEX. (English) Zbl 1442.37117 Int. J. Dyn. Syst. Differ. Equ. 7, No. 2, 95-111 (2017). MSC: 37N40 91B26 91B55 91B54 PDF BibTeX XML Cite \textit{N.-P. Chen} et al., Int. J. Dyn. Syst. Differ. Equ. 7, No. 2, 95--111 (2017; Zbl 1442.37117) Full Text: DOI OpenURL
Bottazzi, Giulio; Giachini, Daniele Wealth and price distribution by diffusive approximation in a repeated prediction market. (English) Zbl 1400.91189 Physica A 471, 473-479 (2017). MSC: 91B24 60J70 PDF BibTeX XML Cite \textit{G. Bottazzi} and \textit{D. Giachini}, Physica A 471, 473--479 (2017; Zbl 1400.91189) Full Text: DOI Link OpenURL
Feng, Jinghai; Zhu, Junqiao Nonlinear regression model and option analysis of real estate price. (Chinese. English summary) Zbl 1399.62115 J. Dalian Univ. Technol. 57, No. 5, 545-550 (2017). MSC: 62J02 91B25 62P20 60H10 PDF BibTeX XML Cite \textit{J. Feng} and \textit{J. Zhu}, J. Dalian Univ. Technol. 57, No. 5, 545--550 (2017; Zbl 1399.62115) Full Text: DOI OpenURL
Uyenoyama, Marcy K.; Takebayashi, Naoki Evolution of the sex ratio and effective number under gynodioecy and androdioecy. (English) Zbl 1394.92089 Theor. Popul. Biol. 118, 27-45 (2017). MSC: 92D10 92D15 62P10 PDF BibTeX XML Cite \textit{M. K. Uyenoyama} and \textit{N. Takebayashi}, Theor. Popul. Biol. 118, 27--45 (2017; Zbl 1394.92089) Full Text: DOI Link OpenURL
Górajski, Mariusz; Machowska, Dominika Optimal double control problem for a PDE model of goodwill dynamics. (English) Zbl 1376.49003 Math. Methods Oper. Res. 85, No. 3, 425-452 (2017). MSC: 49J20 49K20 49M05 90B60 91B60 91B15 91B24 PDF BibTeX XML Cite \textit{M. Górajski} and \textit{D. Machowska}, Math. Methods Oper. Res. 85, No. 3, 425--452 (2017; Zbl 1376.49003) Full Text: DOI arXiv Link OpenURL
Pham, Huyên Linear quadratic optimal control of conditional McKean-Vlasov equation with random coefficients and applications. (English) Zbl 1433.49030 Probab. Uncertain. Quant. Risk 1, Paper No. 7, 26 p. (2016). MSC: 49K20 49L20 60H10 93E20 91B24 91B51 35Q83 PDF BibTeX XML Cite \textit{H. Pham}, Probab. Uncertain. Quant. Risk 1, Paper No. 7, 26 p. (2016; Zbl 1433.49030) Full Text: DOI arXiv OpenURL
Dyshaev, M. M.; Fedorov, V. E. Symmetry analysis and exact solutions for a nonlinear model of the financial markets theory. (Russian. English summary) Zbl 1399.35020 Mat. Zamet. SVFU 23, No. 1, 28-45 (2016). MSC: 35A30 91B24 58J70 PDF BibTeX XML Cite \textit{M. M. Dyshaev} and \textit{V. E. Fedorov}, Mat. Zamet. SVFU 23, No. 1, 28--45 (2016; Zbl 1399.35020) Full Text: MNR OpenURL
Cavalli, F.; Naimzada, A. A multiscale time model with piecewise constant argument for a boundedly rational monopolist. (English) Zbl 1390.91135 J. Difference Equ. Appl. 22, No. 10, 1480-1489 (2016). MSC: 91B24 91A26 37N40 39A60 PDF BibTeX XML Cite \textit{F. Cavalli} and \textit{A. Naimzada}, J. Difference Equ. Appl. 22, No. 10, 1480--1489 (2016; Zbl 1390.91135) Full Text: DOI Link OpenURL
Garab, Ábel; Kovács, Veronika; Krisztin, Tibor Global stability of a price model with multiple delays. (English) Zbl 1377.34096 Discrete Contin. Dyn. Syst. 36, No. 12, 6855-6871 (2016). Reviewer: Alexander O. Ignatyev (Donetsk) MSC: 34K20 91B24 34K21 PDF BibTeX XML Cite \textit{Á. Garab} et al., Discrete Contin. Dyn. Syst. 36, No. 12, 6855--6871 (2016; Zbl 1377.34096) Full Text: DOI OpenURL
Soner, H. Mete; Vukelja, Mirjana Utility maximization in an illiquid market in continuous time. (English) Zbl 1371.91169 Math. Methods Oper. Res. 84, No. 2, 285-321 (2016). MSC: 91G10 49L25 93E20 PDF BibTeX XML Cite \textit{H. M. Soner} and \textit{M. Vukelja}, Math. Methods Oper. Res. 84, No. 2, 285--321 (2016; Zbl 1371.91169) Full Text: DOI OpenURL
Cuchiero, Christa; Fontana, Claudio; Gnoatto, Alessandro A general HJM framework for multiple yield curve modelling. (English) Zbl 1376.91166 Finance Stoch. 20, No. 2, 267-320 (2016). Reviewer: Stefan Tappe (Hannover) MSC: 91G30 60J25 60H30 91B24 91G20 PDF BibTeX XML Cite \textit{C. Cuchiero} et al., Finance Stoch. 20, No. 2, 267--320 (2016; Zbl 1376.91166) Full Text: DOI arXiv OpenURL
Guardasoni, C.; Sanfelici, S. A boundary element approach to barrier option pricing in Black-Scholes framework. (English) Zbl 1338.65226 Int. J. Comput. Math. 93, No. 4, 696-722 (2016). MSC: 65M38 35Q91 35Q84 91B24 91G60 91G20 91G80 PDF BibTeX XML Cite \textit{C. Guardasoni} and \textit{S. Sanfelici}, Int. J. Comput. Math. 93, No. 4, 696--722 (2016; Zbl 1338.65226) Full Text: DOI OpenURL
Wu, Meng; Lu, Jue; Huang, Nan-jing On European option pricing under partial information. (English) Zbl 1389.93226 Appl. Math., Praha 61, No. 1, 61-77 (2016). MSC: 93E11 93E10 60H10 91G10 91B24 PDF BibTeX XML Cite \textit{M. Wu} et al., Appl. Math., Praha 61, No. 1, 61--77 (2016; Zbl 1389.93226) Full Text: DOI Link OpenURL
Ankirchner, Stefan; Blanchet-Scalliet, Christophette; Eyraud-Loisel, Anne Optimal portfolio liquidation with additional information. (English) Zbl 1404.91238 Math. Financ. Econ. 10, No. 1, 1-14 (2016). MSC: 91G10 93E20 60H30 PDF BibTeX XML Cite \textit{S. Ankirchner} et al., Math. Financ. Econ. 10, No. 1, 1--14 (2016; Zbl 1404.91238) Full Text: DOI OpenURL
Kitapbayev, Yerkin The British lookback option with fixed strike. (English) Zbl 1396.91742 Appl. Math. Finance 22, No. 3-4, 238-260 (2015). MSC: 91G20 60G40 60J70 PDF BibTeX XML Cite \textit{Y. Kitapbayev}, Appl. Math. Finance 22, No. 3--4, 238--260 (2015; Zbl 1396.91742) Full Text: DOI OpenURL
Kim, Jerim; Kim, Jeongsim; Joo Yoo, Hyun; Kim, Bara Pricing external barrier options in a regime-switching model. (English) Zbl 1401.91532 J. Econ. Dyn. Control 53, 123-143 (2015). MSC: 91G20 PDF BibTeX XML Cite \textit{J. Kim} et al., J. Econ. Dyn. Control 53, 123--143 (2015; Zbl 1401.91532) Full Text: DOI OpenURL
Bourrat, Pierrick How to read ‘heritability’ in the recipe approach to natural selection. (English) Zbl 1357.92054 Br. J. Philos. Sci. 66, No. 4, 883-903 (2015). MSC: 92D15 PDF BibTeX XML Cite \textit{P. Bourrat}, Br. J. Philos. Sci. 66, No. 4, 883--903 (2015; Zbl 1357.92054) Full Text: DOI Link OpenURL
Tekwa, Edward W.; Gonzalez, Andrew; Loreau, Michel Local densities connect spatial ecology to game, multilevel selection and inclusive fitness theories of cooperation. (English) Zbl 1343.92552 J. Theor. Biol. 380, 414-425 (2015). MSC: 92D40 92D10 91A22 91A12 PDF BibTeX XML Cite \textit{E. W. Tekwa} et al., J. Theor. Biol. 380, 414--425 (2015; Zbl 1343.92552) Full Text: DOI OpenURL
Steven, Janet; Kirkwood, Bessie Predicting correlated responses in quantitative traits under selection: a linear algebra approach. (English) Zbl 1341.92050 Robeva, Raina S. (ed.), Algebraic and discrete mathematical methods for modern biology. Amsterdam: Elsevier (ISBN 978-0-12-801213-0/hbk). 237-259 (2015). MSC: 92D15 92D10 15B99 PDF BibTeX XML Cite \textit{J. Steven} and \textit{B. Kirkwood}, in: Algebraic and discrete mathematical methods for modern biology. Amsterdam: Elsevier. 237--259 (2015; Zbl 1341.92050) Full Text: DOI OpenURL
Pereira de Jesus, Isaías Remarks on hierarchic control for the wave equation in a non cylindrical domain. (English) Zbl 1328.35256 Bull. Braz. Math. Soc. (N.S.) 46, No. 3, 421-436 (2015). MSC: 35Q93 35B40 35L05 93B05 91B24 90C29 PDF BibTeX XML Cite \textit{I. Pereira de Jesus}, Bull. Braz. Math. Soc. (N.S.) 46, No. 3, 421--436 (2015; Zbl 1328.35256) Full Text: DOI OpenURL
Liang, Jin; Zhang, Xudan; Zhao, Yuejuan Utility indifference valuation of corporate bond with rating migration risk. (English) Zbl 1323.93077 Front. Math. China 10, No. 6, 1389-1400 (2015). MSC: 93E20 62P05 49L20 91G40 PDF BibTeX XML Cite \textit{J. Liang} et al., Front. Math. China 10, No. 6, 1389--1400 (2015; Zbl 1323.93077) Full Text: DOI OpenURL
Cordoni, Francesco; Di Persio, Luca Invariant measure for the Vasicek interest rate model in the Heath-Jarrow-Morton-Musiela framework. (English) Zbl 1327.37022 Infin. Dimens. Anal. Quantum Probab. Relat. Top. 18, No. 3, Article ID 1550022, 25 p. (2015). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 37L40 37L55 47D06 60H15 91B24 91G80 PDF BibTeX XML Cite \textit{F. Cordoni} and \textit{L. Di Persio}, Infin. Dimens. Anal. Quantum Probab. Relat. Top. 18, No. 3, Article ID 1550022, 25 p. (2015; Zbl 1327.37022) OpenURL
Safdari-Vaighani, Ali; Heryudono, Alfa; Larsson, Elisabeth A radial basis function partition of unity collocation method for convection-diffusion equations arising in financial applications. (English) Zbl 1325.65139 J. Sci. Comput. 64, No. 2, 341-367 (2015). MSC: 65M70 35K20 65M12 65M06 91G60 91B24 PDF BibTeX XML Cite \textit{A. Safdari-Vaighani} et al., J. Sci. Comput. 64, No. 2, 341--367 (2015; Zbl 1325.65139) Full Text: DOI OpenURL
Liu, Ping; Samaey, Giovanni; Gear, C. William; Kevrekidis, Ioannis G. On the acceleration of spatially distributed agent-based computations: a patch dynamics scheme. (English) Zbl 1326.91009 Appl. Numer. Math. 92, 54-69 (2015). MSC: 91B24 65M08 PDF BibTeX XML Cite \textit{P. Liu} et al., Appl. Numer. Math. 92, 54--69 (2015; Zbl 1326.91009) Full Text: DOI arXiv OpenURL
Al-Fagih, Luluwah The British knock-out put option. (English) Zbl 1337.91082 Int. J. Theor. Appl. Finance 18, No. 2, Article ID 1550008, 32 p. (2015). MSC: 91G20 PDF BibTeX XML Cite \textit{L. Al-Fagih}, Int. J. Theor. Appl. Finance 18, No. 2, Article ID 1550008, 32 p. (2015; Zbl 1337.91082) Full Text: DOI OpenURL
Melnikov, Alexander; Mishura, Yuliya; Shevchenko, Georgiy Stochastic viability and comparison theorems for mixed stochastic differential equations. (English) Zbl 1310.60087 Methodol. Comput. Appl. Probab. 17, No. 1, 169-188 (2015). MSC: 60H10 60G22 60G15 26A33 91G80 PDF BibTeX XML Cite \textit{A. Melnikov} et al., Methodol. Comput. Appl. Probab. 17, No. 1, 169--188 (2015; Zbl 1310.60087) Full Text: DOI arXiv OpenURL
Simon, Burton Continuous-time models of group selection, and the dynamical insufficiency of kin selection models. (English) Zbl 1412.92228 J. Theor. Biol. 349, 22-31 (2014). MSC: 92D15 92D25 PDF BibTeX XML Cite \textit{B. Simon}, J. Theor. Biol. 349, 22--31 (2014; Zbl 1412.92228) Full Text: DOI OpenURL
Kaldasch, Joachim Evolutionary model of stock markets. (English) Zbl 1402.91954 Physica A 415, 449-462 (2014). MSC: 91G80 PDF BibTeX XML Cite \textit{J. Kaldasch}, Physica A 415, 449--462 (2014; Zbl 1402.91954) Full Text: DOI arXiv OpenURL
Barth, Andrea; Benth, Fred Espen The forward dynamics in energy markets – infinite-dimensional modelling and simulation. (English) Zbl 1337.91086 Stochastics 86, No. 6, 932-966 (2014). MSC: 91G20 91B74 60H30 91G60 PDF BibTeX XML Cite \textit{A. Barth} and \textit{F. E. Benth}, Stochastics 86, No. 6, 932--966 (2014; Zbl 1337.91086) Full Text: DOI Link OpenURL
Chakravarty, Saswata; Padakandla, Sindhu; Bhatnagar, Shalabh A simulation-based algorithm for optimal pricing policy under demand uncertainty. (English) Zbl 1307.90123 Int. Trans. Oper. Res. 21, No. 5, 737-760 (2014). MSC: 90C15 91B24 PDF BibTeX XML Cite \textit{S. Chakravarty} et al., Int. Trans. Oper. Res. 21, No. 5, 737--760 (2014; Zbl 1307.90123) Full Text: DOI OpenURL
Kiessling, Jonas; Tempone, Raúl Computable error estimates of a finite difference scheme for option pricing in exponential Lévy models. (English) Zbl 1310.65168 BIT 54, No. 4, 1023-1065 (2014). Reviewer: Ivan Secrieru (Chişinău) MSC: 65R20 45K05 91B24 91G60 PDF BibTeX XML Cite \textit{J. Kiessling} and \textit{R. Tempone}, BIT 54, No. 4, 1023--1065 (2014; Zbl 1310.65168) Full Text: DOI OpenURL
Burger, Martin; Caffarelli, Luis; Markowich, Peter A.; Wolfram, Marie-Therese On the asymptotic behavior of a Boltzmann-type price formation model. (English) Zbl 1307.35302 Commun. Math. Sci. 12, No. 7, 1353-1361 (2014). MSC: 35Q91 35B40 35K20 91B60 91B24 PDF BibTeX XML Cite \textit{M. Burger} et al., Commun. Math. Sci. 12, No. 7, 1353--1361 (2014; Zbl 1307.35302) Full Text: DOI arXiv OpenURL
Batty, Charles J. K.; Crewe, Paul; Grafen, Alan; Gratwick, Richard Foundations of a mathematical theory of Darwinism. (English) Zbl 1299.92038 J. Math. Biol. 69, No. 2, 295-334 (2014). MSC: 92D15 90C90 90C59 49N99 60J99 PDF BibTeX XML Cite \textit{C. J. K. Batty} et al., J. Math. Biol. 69, No. 2, 295--334 (2014; Zbl 1299.92038) Full Text: DOI OpenURL
Benth, Fred Espen; Krühner, Paul Representation of infinite-dimensional forward price models in commodity markets. (English) Zbl 1322.60100 Commun. Math. Stat. 2, No. 1, 47-106 (2014). MSC: 60H15 60G51 60G10 91G80 47B10 47G10 46E35 PDF BibTeX XML Cite \textit{F. E. Benth} and \textit{P. Krühner}, Commun. Math. Stat. 2, No. 1, 47--106 (2014; Zbl 1322.60100) Full Text: DOI arXiv OpenURL
Magori, Krisztian; Park, Andrew W. The evolutionary consequences of alternative types of imperfect vaccines. (English) Zbl 1291.92100 J. Math. Biol. 68, No. 4, 969-987 (2014). MSC: 92D30 37N25 92B05 92C60 PDF BibTeX XML Cite \textit{K. Magori} and \textit{A. W. Park}, J. Math. Biol. 68, No. 4, 969--987 (2014; Zbl 1291.92100) Full Text: DOI OpenURL
Daher, Wassim; Mirman, Leonard J.; Saleeby, Elias G. Two-period model of insider trading with correlated signals. (English) Zbl 1297.91070 J. Math. Econ. 52, 57-65 (2014). MSC: 91B24 91B62 91B52 PDF BibTeX XML Cite \textit{W. Daher} et al., J. Math. Econ. 52, 57--65 (2014; Zbl 1297.91070) Full Text: DOI OpenURL
Becker, Robert A.; Dubey, Ram Sewak; Mitra, Tapan On Ramsey equilibrium: capital ownership pattern and inefficiency. (English) Zbl 1291.91152 Econ. Theory 55, No. 3, 565-600 (2014). Reviewer: Alfred Göpfert (Halle) MSC: 91B52 91B54 PDF BibTeX XML Cite \textit{R. A. Becker} et al., Econ. Theory 55, No. 3, 565--600 (2014; Zbl 1291.91152) Full Text: DOI Link OpenURL
Allen, Benjamin; Tarnita, Corina E. Measures of success in a class of evolutionary models with fixed population size and structure. (English) Zbl 1280.92045 J. Math. Biol. 68, No. 1-2, 109-143 (2014). MSC: 92D15 60J20 37N25 PDF BibTeX XML Cite \textit{B. Allen} and \textit{C. E. Tarnita}, J. Math. Biol. 68, No. 1--2, 109--143 (2014; Zbl 1280.92045) Full Text: DOI OpenURL
Binh, Vuong Thi Thao Determining the long-run equilibrium price by the mean reversion process and the cobweb model. (English) Zbl 1411.91237 Proceedings of the 2nd annual international conference on computational mathematics, computational geometry and statistics, CMCGS 2013, Singapore, February 4–5, 2013. Singapore: Global Science and Technology Forum (GSTF). 81-85 (2013). MSC: 91B24 60H10 PDF BibTeX XML Cite \textit{V. T. T. Binh}, in: Proceedings of the 2nd annual international conference on computational mathematics, computational geometry and statistics, CMCGS 2013, Singapore, February 4--5, 2013. Singapore: Global Science and Technology Forum (GSTF). 81--85 (2013; Zbl 1411.91237) OpenURL
Frikha, Noufel; Lemaire, Vincent Joint modelling of gas and electricity spot prices. (English) Zbl 1457.91278 Appl. Math. Finance 20, No. 1-2, 69-93 (2013). MSC: 91B74 91B24 60H10 PDF BibTeX XML Cite \textit{N. Frikha} and \textit{V. Lemaire}, Appl. Math. Finance 20, No. 1--2, 69--93 (2013; Zbl 1457.91278) Full Text: DOI arXiv OpenURL
Taylor, Peter Inclusive and personal fitness in synergistic evolutionary games on graphs. (English) Zbl 1314.91069 J. Theor. Biol. 325, 76-82 (2013). MSC: 91A80 05C57 91A22 92D15 PDF BibTeX XML Cite \textit{P. Taylor}, J. Theor. Biol. 325, 76--82 (2013; Zbl 1314.91069) Full Text: DOI OpenURL
Shekari, Younes; Hajidavalloo, Ebrahim Application of Osher and PRICE-C schemes to solve compressible isothermal two-fluid models of two-phase flow. (English) Zbl 1290.76108 Comput. Fluids 86, 363-379 (2013). MSC: 76M20 76T99 76N15 PDF BibTeX XML Cite \textit{Y. Shekari} and \textit{E. Hajidavalloo}, Comput. Fluids 86, 363--379 (2013; Zbl 1290.76108) Full Text: DOI OpenURL
Ma, Lina; Zhang, Jingxiao; Kannan, D. Utility indifference pricing of products integrating reverse mortgage with long-term care insurance under a Lévy process financial market. (English) Zbl 1295.91055 Dyn. Syst. Appl. 22, No. 2-3, 459-478 (2013). MSC: 91B30 60G51 60H30 93E20 PDF BibTeX XML Cite \textit{L. Ma} et al., Dyn. Syst. Appl. 22, No. 2--3, 459--478 (2013; Zbl 1295.91055) OpenURL
Peskir, Goran; Samee, Farman The British call option. (English) Zbl 1280.91175 Quant. Finance 13, No. 1, 95-109 (2013). MSC: 91G20 PDF BibTeX XML Cite \textit{G. Peskir} and \textit{F. Samee}, Quant. Finance 13, No. 1, 95--109 (2013; Zbl 1280.91175) Full Text: DOI OpenURL
Dassios, Angelos; Lim, Jia Wei Parisian option pricing: a recursive solution for the density of the Parisian stopping time. (English) Zbl 1295.91098 SIAM J. Financ. Math. 4, 599-615 (2013). Reviewer: Vassil Grozdanov (Blagoevgrad) MSC: 91G60 91G20 60J65 60J70 58J65 PDF BibTeX XML Cite \textit{A. Dassios} and \textit{J. W. Lim}, SIAM J. Financ. Math. 4, 599--615 (2013; Zbl 1295.91098) Full Text: DOI Link OpenURL
Kananthai, Amnuay On the spectrum of the option price of stock markets from the Black-Scholes equation. (English) Zbl 1367.91178 Thai J. Math. 11, No. 1, 227-235 (2013). MSC: 91G20 35Q91 PDF BibTeX XML Cite \textit{A. Kananthai}, Thai J. Math. 11, No. 1, 227--235 (2013; Zbl 1367.91178) Full Text: Link OpenURL