In the present work the Stochastic Partial Differential Equations as the Black-Scholes which dete... more In the present work the Stochastic Partial Differential Equations as the Black-Scholes which determines the valuation of goods and/or assets called financial options is studied, also we presents some relationships between the Black Scholes differential equation for European Call Options and Hamilton-Jacobi differential equation.
In the present work the Stochastic Partial Differential Equations as the Black-Scholes which dete... more In the present work the Stochastic Partial Differential Equations as the Black-Scholes which determines the valuation of goods and/or assets called financial options is studied, also we presents some relationships between the Black Scholes differential equation for European Call Options and Hamilton-Jacobi differential equation.
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Papers by Olena Vasyunkina