Una nota sobre valoración de opciones financieras y ecuaciones diferenciales parciales no lineales (I)

dc.creatorMoreno Trujillo, John Freddy
dc.date.accessioned2019-05-13 00:00:00
dc.date.accessioned2022-09-08T13:41:16Z
dc.date.available2019-05-13 00:00:00
dc.date.available2022-09-08T13:41:16Z
dc.date.created2019-05-13 00:00:00
dc.date.created2022-09-08T13:41:16Z
dc.date.issued2019-05-13
dc.identifier10.18601/17941113.n15.03
dc.identifier2346-2140
dc.identifier1794-1113
dc.identifierhttps://bdigital.uexternado.edu.co/handle/001/7755
dc.identifierhttps://doi.org/10.18601/17941113.n15.03
dc.description.abstractSe 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.
dc.description.abstractWe present the fundamentals of option pricing problem in a less restrictive contexts than the one proposed by Black-Scholes using nonlinear partial differential equations.
dc.languagespa
dc.publisherFacultad de Finanzas, Gobierno y Relaciones Internacionales
dc.relationhttps://revistas.uexternado.edu.co/index.php/odeon/article/download/5949/7674
dc.relationhttps://revistas.uexternado.edu.co/index.php/odeon/article/download/5949/7886
dc.relationNúm. 15 , Año 2018 : Julio-Diciembre
dc.relation70
dc.relation15
dc.relation53
dc.relationOdeon
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dc.rightsinfo:eu-repo/semantics/openAccess
dc.rightshttp://purl.org/coar/access_right/c_abf2
dc.rightshttps://creativecommons.org/licenses/by-nc-sa/4.0/
dc.rightsJohn Freddy Moreno Trujillo - 2019
dc.sourcehttps://revistas.uexternado.edu.co/index.php/odeon/article/view/5949
dc.subjectPricing;
dc.subjectfinancial options;
dc.subjectpartial differential equations;
dc.subjectnon-linearity
dc.subjectvaloración;
dc.subjectopciones financieras;
dc.subjectecuaciones diferenciales parciales;
dc.subjectno linealidad
dc.titleUna nota sobre valoración de opciones financieras y ecuaciones diferenciales parciales no lineales (I)
dc.typeArtículo de revista


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