Nonlinear Black-Scholes Equations in Finance: Associated Control Problems and Properties of Solutions

Publication: Scientific journal › Journal article › peer-review

Original language	English
Pages (from-to)	185 - 204
Journal	SIAM Journal on Control and Optimization
Volume	49
Issue number	1
Publication status	Published - 1 May 2011

Check availability

@article{cca9de33ab0349fd9e47e0b328cfd288,

title = "Nonlinear Black-Scholes Equations in Finance: Associated Control Problems and Properties of Solutions",

author = "R{\"u}diger Frey and Ulrike Polte",

year = "2011",

month = may,

day = "1",

language = "English",

volume = "49",

pages = "185 -- 204",

journal = "SIAM Journal on Control and Optimization",

issn = "0363-0129",

publisher = "Society for Industrial and Applied Mathematics Publications",

number = "1",

}

TY - JOUR

T1 - Nonlinear Black-Scholes Equations in Finance: Associated Control Problems and Properties of Solutions

AU - Frey, Rüdiger

AU - Polte, Ulrike

PY - 2011/5/1

Y1 - 2011/5/1

UR - http://www.math.uni-leipzig.de/~frey/publications-frey/Sicon-file.pdf

M3 - Journal article

SN - 0363-0129

VL - 49

SP - 185

EP - 204

JO - SIAM Journal on Control and Optimization

JF - SIAM Journal on Control and Optimization

IS - 1

ER -