Boundary control of the black-scholes pde for option dynamics stabilization
Gerasimos G. Rigatos
| Year of publication: |
June 2016
|
|---|---|
| Authors: | Rigatos, Gerasimos G. |
| Published in: |
Annals of financial economics. - Hackensack, NJ [u.a.] : World Scientific, ISSN 2010-4952, ZDB-ID 2732467-9. - Vol. 11.2016, 2, p. 1-28
|
| Subject: | Black-Scholes PDE | options pricing | differential flatness theory | distributed parameter systems | nonlinear feedback control | Black-Scholes-Modell | Black-Scholes model | Optionspreistheorie | Option pricing theory | Derivat | Derivative | Optionsgeschäft | Option trading |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1142/S2010495216500093 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011685692