The Black-Scholes equation with impulses at random times via generalized Riemann integral (2021)
- Authors:
- USP affiliated authors: BONOTTO, EVERALDO DE MELLO - ICMC ; FEDERSON, MARCIA CRISTINA ANDERSON BRAZ - ICMC
- Unidade: ICMC
- DOI: 10.1142/S2591722621400068
- Subjects: EQUAÇÕES DIFERENCIAIS ESTOCÁSTICAS; INTEGRAÇÃO; INTEGRAL DE RIEMANN; INTEGRAL DE HENSTOCK
- Keywords: Black-Scholes equation; Henstock integration; impulses
- Agências de fomento:
- Language: Inglês
- Imprenta:
- Source:
- Título do periódico: Proceedings of the Singapore National Academy of Science
- ISSN: 2591-7226
- Volume/Número/Paginação/Ano: v. 15, n. 1, p. 45-59, Mar. 2021
- Este periódico é de assinatura
- Este artigo NÃO é de acesso aberto
- Cor do Acesso Aberto: closed
-
ABNT
BONOTTO, Everaldo de Mello e FEDERSON, Marcia e MULDOWNEY, P. The Black-Scholes equation with impulses at random times via generalized Riemann integral. Proceedings of the Singapore National Academy of Science, v. 15, n. 1, p. 45-59, 2021Tradução . . Disponível em: https://doi.org/10.1142/S2591722621400068. Acesso em: 27 abr. 2024. -
APA
Bonotto, E. de M., Federson, M., & Muldowney, P. (2021). The Black-Scholes equation with impulses at random times via generalized Riemann integral. Proceedings of the Singapore National Academy of Science, 15( 1), 45-59. doi:10.1142/S2591722621400068 -
NLM
Bonotto E de M, Federson M, Muldowney P. The Black-Scholes equation with impulses at random times via generalized Riemann integral [Internet]. Proceedings of the Singapore National Academy of Science. 2021 ; 15( 1): 45-59.[citado 2024 abr. 27 ] Available from: https://doi.org/10.1142/S2591722621400068 -
Vancouver
Bonotto E de M, Federson M, Muldowney P. The Black-Scholes equation with impulses at random times via generalized Riemann integral [Internet]. Proceedings of the Singapore National Academy of Science. 2021 ; 15( 1): 45-59.[citado 2024 abr. 27 ] Available from: https://doi.org/10.1142/S2591722621400068 - Uniform asymptotic stability of a discontinuous predator-prey model under control via non-autonomous systems theory
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Informações sobre o DOI: 10.1142/S2591722621400068 (Fonte: oaDOI API)
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