Positive solutions of a Dirichlet problem for a stationary nonlinear Black-Scholes equation

Detalhes bibliográficos
Autor(a) principal: Fabião, Fátima
Data de Publicação: 2009
Outros Autores: Grossinho, Maria do Rosário, Simões, Onofre Alves
Tipo de documento: Artigo
Idioma: eng
Título da fonte: Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
Texto Completo: http://hdl.handle.net/10400.5/27634
Resumo: In this paper, we study the existence of stationary solutions of a nonlinear Black–Scholes type equation that concerns an option pricing model with stochastic volatility…
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spelling Positive solutions of a Dirichlet problem for a stationary nonlinear Black-Scholes equationBlack–Scholes EquationStochastic VolatilityStationary SolutionsExistence and localizationIn this paper, we study the existence of stationary solutions of a nonlinear Black–Scholes type equation that concerns an option pricing model with stochastic volatility…ElsevierRepositório da Universidade de LisboaFabião, FátimaGrossinho, Maria do RosárioSimões, Onofre Alves2023-04-17T10:26:36Z20092009-01-01T00:00:00Zinfo:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/articleapplication/pdfhttp://hdl.handle.net/10400.5/27634engFabião, Fátima, Maria do Rosário Grossinho and Onofre Alves Simões .(2009). “Positive solutions of a Dirichlet problem for a stationary nonlinear Black-Scholes equation”. Nonlinear Analysis, Vol. 71: pp. 4624–4631. (Search PDF in 2023).0362-546X10.1016/j.na.2009.03.026info:eu-repo/semantics/openAccessreponame:Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)instname:Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informaçãoinstacron:RCAAP2024-01-21T01:34:24Zoai:www.repository.utl.pt:10400.5/27634Portal AgregadorONGhttps://www.rcaap.pt/oai/openaireopendoar:71602024-03-19T17:50:08.501857Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) - Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informaçãofalse
dc.title.none.fl_str_mv Positive solutions of a Dirichlet problem for a stationary nonlinear Black-Scholes equation
title Positive solutions of a Dirichlet problem for a stationary nonlinear Black-Scholes equation
spellingShingle Positive solutions of a Dirichlet problem for a stationary nonlinear Black-Scholes equation
Fabião, Fátima
Black–Scholes Equation
Stochastic Volatility
Stationary Solutions
Existence and localization
title_short Positive solutions of a Dirichlet problem for a stationary nonlinear Black-Scholes equation
title_full Positive solutions of a Dirichlet problem for a stationary nonlinear Black-Scholes equation
title_fullStr Positive solutions of a Dirichlet problem for a stationary nonlinear Black-Scholes equation
title_full_unstemmed Positive solutions of a Dirichlet problem for a stationary nonlinear Black-Scholes equation
title_sort Positive solutions of a Dirichlet problem for a stationary nonlinear Black-Scholes equation
author Fabião, Fátima
author_facet Fabião, Fátima
Grossinho, Maria do Rosário
Simões, Onofre Alves
author_role author
author2 Grossinho, Maria do Rosário
Simões, Onofre Alves
author2_role author
author
dc.contributor.none.fl_str_mv Repositório da Universidade de Lisboa
dc.contributor.author.fl_str_mv Fabião, Fátima
Grossinho, Maria do Rosário
Simões, Onofre Alves
dc.subject.por.fl_str_mv Black–Scholes Equation
Stochastic Volatility
Stationary Solutions
Existence and localization
topic Black–Scholes Equation
Stochastic Volatility
Stationary Solutions
Existence and localization
description In this paper, we study the existence of stationary solutions of a nonlinear Black–Scholes type equation that concerns an option pricing model with stochastic volatility…
publishDate 2009
dc.date.none.fl_str_mv 2009
2009-01-01T00:00:00Z
2023-04-17T10:26:36Z
dc.type.status.fl_str_mv info:eu-repo/semantics/publishedVersion
dc.type.driver.fl_str_mv info:eu-repo/semantics/article
format article
status_str publishedVersion
dc.identifier.uri.fl_str_mv http://hdl.handle.net/10400.5/27634
url http://hdl.handle.net/10400.5/27634
dc.language.iso.fl_str_mv eng
language eng
dc.relation.none.fl_str_mv Fabião, Fátima, Maria do Rosário Grossinho and Onofre Alves Simões .(2009). “Positive solutions of a Dirichlet problem for a stationary nonlinear Black-Scholes equation”. Nonlinear Analysis, Vol. 71: pp. 4624–4631. (Search PDF in 2023).
0362-546X
10.1016/j.na.2009.03.026
dc.rights.driver.fl_str_mv info:eu-repo/semantics/openAccess
eu_rights_str_mv openAccess
dc.format.none.fl_str_mv application/pdf
dc.publisher.none.fl_str_mv Elsevier
publisher.none.fl_str_mv Elsevier
dc.source.none.fl_str_mv reponame:Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
instname:Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação
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instname_str Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação
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collection Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
repository.name.fl_str_mv Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) - Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação
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