Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
838348 | Nonlinear Analysis: Real World Applications | 2010 | 14 Pages |
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.
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Authors
R. Sowrirajan, K. Balachandran,