Solutions to integro-differential problems arising on pricing options in a Lévy market (Q411469): Difference between revisions

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Latest revision as of 02:01, 5 July 2024

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Solutions to integro-differential problems arising on pricing options in a Lévy market
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    Solutions to integro-differential problems arising on pricing options in a Lévy market (English)
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    4 April 2012
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    integro-differential operator
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    financial market
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    Lévy model
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    upper and lower solutions
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    spherical harmonics
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