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

Authors: Joumlrg Kampen a; Marco Avellaneda b
Affiliations:   a Interdisziplinaumlres Zentrum fuumlr 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
Formats available: PDF (English)
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