This paper deals with some parabolic Monge-Ampère equation raised from mathematical finance: V_sV_(yy)+ryV_yV_(yy)-θV_y^2= 0(V_(yy) < 0). The existence and uniqueness of smooth solution to its initial-boundar...This paper deals with some parabolic Monge-Ampère equation raised from mathematical finance: V_sV_(yy)+ryV_yV_(yy)-θV_y^2= 0(V_(yy) < 0). The existence and uniqueness of smooth solution to its initial-boundary value problem with some requirement is obtained.展开更多
文摘This paper deals with some parabolic Monge-Ampère equation raised from mathematical finance: V_sV_(yy)+ryV_yV_(yy)-θV_y^2= 0(V_(yy) < 0). The existence and uniqueness of smooth solution to its initial-boundary value problem with some requirement is obtained.
