A parabolic problem arising in Financial Mathematics
We study a parabolic problem arising in Financial Mathematics. Under suitable conditions, we prove the existence and uniqueness of solutions in a general domain using the method of upper and lower solutions and a diagonal argument.
Autores principales: | Amster, P., Averbuj, C., De Nápoli, P., Mariani, M.C. |
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Formato: | JOUR |
Materias: | |
Acceso en línea: | http://hdl.handle.net/20.500.12110/paper_14681218_v11_n2_p759_Amster |
Aporte de: |
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