From multi-dimensional black scholes to Hamilton jacobi
Mathematical Finance
2019-04-17 v1
Abstract
The first widely used financial model is linked to dynamical Hamilton jacobi model
Cite
@article{arxiv.1904.07226,
title = {From multi-dimensional black scholes to Hamilton jacobi},
author = {Muhammad Naqeeb and Amjad hussain},
journal= {arXiv preprint arXiv:1904.07226},
year = {2019}
}
Comments
9 pages, dynamical systems
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