A partial differential equation (PDE) is a mathematical equation that involves multiple independent variables, an unknown function that is dependent on those variables, and partial derivatives of the ...

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In this topic, our goal is to utilise and further develop the theory of non-linear PDEs to understand singular phenomena arising in geometry and in the description of the physical world. Particular ...

We derive a partial differential equation (PDE) representation for the value of financial derivatives with bilateral counterparty risk and funding costs. The model is very general in that the funding ...