Spherical harmonics applied to differential and integro-differential equations arising in mathematical finance (Q691357): Difference between revisions

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+Indranil SenGupta
@@ Property / author: Indranil SenGupta / rank @@
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+Maria Christina Mariani
@@ Property / author: Maria Christina Mariani / rank @@
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+MaRDI publication profile
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+https://doi.org/10.1007/s12591-012-0107-9
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+W2042523546
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@@ Property / cites work @@
+Jump-diffusion processes: volatility smile fitting and numerical methods for option pricing
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+The Pricing of Options and Corporate Liabilities
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+Nonlinear Partial Differential Equations for Scientists and Engineers
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+Homotopy perturbation technique
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+Solutions to a gradient-dependent integro-differential parabolic problem arising in the pricing of financial options in a Lévy market
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+Solutions to integro-differential problems arising on pricing options in a Lévy market
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+Prolate Spheroidal Wave Functions, Fourier Analysis and Uncertainty - IV: Extensions to Many Dimensions; Generalized Prolate Spheroidal Functions
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+Prolate Spheroidal Wave Functions, Fourier Analysis and Uncertainty - I
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