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Wang, Shu, Yuan, Fang (2019) The asymptotic behavior of the solutions of the Black–Scholes equation as volatility σ→0+. Computers & Mathematics with Applications, 78. 1037-1050 doi:10.1016/j.camwa.2019.03.028

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Reference TypeJournal (article/letter/editorial)
TitleThe asymptotic behavior of the solutions of the Black–Scholes equation as volatility σ→0+
JournalComputers & Mathematics with Applications
AuthorsWang, ShuAuthor
Yuan, FangAuthor
Year2019 (August)Volume78
PublisherElsevier BV
DOIdoi:10.1016/j.camwa.2019.03.028Search in ResearchGate
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Mindat Ref. ID6578384Long-form Identifiermindat:1:5:6578384:1
GUID0
Full ReferenceWang, Shu, Yuan, Fang (2019) The asymptotic behavior of the solutions of the Black–Scholes equation as volatility σ→0+. Computers & Mathematics with Applications, 78. 1037-1050 doi:10.1016/j.camwa.2019.03.028
Plain TextWang, Shu, Yuan, Fang (2019) The asymptotic behavior of the solutions of the Black–Scholes equation as volatility σ→0+. Computers & Mathematics with Applications, 78. 1037-1050 doi:10.1016/j.camwa.2019.03.028
In(n.d.) Computers & Mathematics with Applications Vol. 78. Elsevier BV

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