Article ID Journal Published Year Pages File Type
838348 Nonlinear Analysis: Real World Applications 2010 14 Pages PDF
Abstract

This paper deals with the application of fixed point theorem to determine the source term of semilinear Black–Scholes type equation and thereby establish the existence and uniqueness of the solution. The proof mainly relies on the iteration method and the Schauder fixed point theorem.

Related Topics
Physical Sciences and Engineering Engineering Engineering (General)
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