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

@@ Property / author @@
-Q411465
@@ Property / author: Q411465 / rank @@
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+Maria Christina Mariani
@@ Property / author: Maria Christina Mariani / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+G80
@@ Property / Mathematics Subject Classification ID: 91G80 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+G20
@@ Property / Mathematics Subject Classification ID: 91G20 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+R09
@@ Property / Mathematics Subject Classification ID: 35R09 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+Q91
@@ Property / Mathematics Subject Classification ID: 35Q91 / rank @@
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@@ Property / zbMATH DE Number @@
+6022086
@@ Property / zbMATH DE Number: 6022086 / rank @@
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@@ Property / zbMATH Keywords @@
+integro-differential operator
@@ Property / zbMATH Keywords: integro-differential operator / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+financial market
@@ Property / zbMATH Keywords: financial market / rank @@
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@@ Property / zbMATH Keywords @@
+Lévy model
@@ Property / zbMATH Keywords: Lévy model / rank @@
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@@ Property / zbMATH Keywords @@
+upper and lower solutions
@@ Property / zbMATH Keywords: upper and lower solutions / rank @@
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@@ Property / zbMATH Keywords @@
+spherical harmonics
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+MaRDI publication profile
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+https://doi.org/10.1007/s10440-012-9687-1
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+W1977762948
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+Q4073917
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@@ Property / cites work @@
+Solutions to a stationary nonlinear Black-Scholes type equation
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@@ Property / cites work @@
+Jump-diffusion processes: volatility smile fitting and numerical methods for option pricing
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@@ Property / cites work @@
+Minimum-Relative-Entropy Calibration of Asset-Pricing Models
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@@ Property / cites work @@
+On the Existence of Maximal and Minimal Solutions for Parabolic Partial Differential Equations
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@@ Property / cites work @@
+Computing the implied volatility in stochastic volatility models
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@@ Property / cites work @@
+The Pricing of Options and Corporate Liabilities
@@ Property / cites work: The Pricing of Options and Corporate Liabilities / rank @@
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@@ Property / cites work @@
+Q4794153
@@ Property / cites work: Q4794153 / rank @@
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@@ Property / cites work @@
+An extension of Tietze's theorem
@@ Property / cites work: An extension of Tietze's theorem / rank @@
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@@ Property / cites work @@
+Homotopy perturbation technique
@@ Property / cites work: Homotopy perturbation technique / rank @@
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+Q3374320
@@ Property / cites work: Q3374320 / rank @@
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@@ Property / cites work @@
+Q4794126
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+Q3992729
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+Q4716216
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+Q4354424
@@ Property / cites work: Q4354424 / rank @@
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+Q4794152
@@ Property / cites work: Q4794152 / rank @@
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@@ Property / cites work @@
+Differential operator related to the generalized superradiance integral equation
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@@ links / mardi / name / links / mardi / name @@
+Publication:411469