On parabolic equations with gauge function term and applications to the multidimensional Leland equation

Authors: J ouml

rg Kampen ^a; Marco Avellaneda ^b

Affiliations:	^a Interdisziplinres Zentrum fr Wissenschaftliches Rechnen, University of Heidelberg, 69120 Heidelberg, Germany
	^b Courant Institute of Mathematical Sciences, 10012 New York, USA

DOI: 10.1080/1350486032000107361

Publication Frequency: 6 issues per year

Published in: journal

Applied Mathematical Finance, Volume 10, Issue 3 September 2003 , pages 215 - 228

Subjects: Applied Mathematics; Business Mathematics; Finance; Financial Mathematics; Physics;

Formats available: PDF (English)

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