Una nota sobre valoración de opciones financieras y ecuaciones diferenciales parciales no lineales (I)
A note about option pricing and nonlinear partial differential equations (I)
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Resumen
Se presentan los fundamentos del problema de la valoración de opciones en contextos menos restrictivos que el propuesto por Black-Scholes, utilizando ecuaciones diferenciales parciales no lineales.
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Referencias (VER)
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