The Second Order Linear Partial Differential Equations

Geon Ho Choe
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Geon Ho Choe: Korea Advanced Institute of Science and Technology, Department of Mathematical Sciences

Chapter Chapter 2 in Quantitative Methods for Finance with Simulations II, 2026, pp 17-37 from Springer

Abstract: Abstract In this chapter we present a slightly broader but concise introduction to the theory of the second order linear partial differential equations than is needed for option pricing, which is provided here for a more balanced treatment and as a preparation for reading more advanced references.

Date: 2026
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sptchp:978-3-032-12331-2_2

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DOI: 10.1007/978-3-032-12331-2_2

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