File(s) not publicly available
Black-Scholes type equations: mathematical analysis, parameter identification & numerical solution
thesis
posted on 2023-06-08, 09:48 authored by Bertram DueringIn this work we are concerned with the analysis and numerical solution of Black-Scholes type equations arising in the modeling of incomplete financial markets and an inverse problem of determining the local volatility function in a generalized Black-Scholes model from observed option prices.
History
Publisher
J. Gutenberg-Universität Mainz, GermanyDepartment affiliated with
- Mathematics Theses
Qualification level
- doctoral
Qualification name
- phd
Institution
J. Gutenberg-Universität Mainz, GermanyFull text available
- No
Legacy Posted Date
2012-02-06Usage metrics
Categories
No categories selectedKeywords
Licence
Exports
RefWorks
BibTeX
Ref. manager
Endnote
DataCite
NLM
DC