Solutions to integro-differential problems arising on pricing options in a Lévy market (Q411469): Difference between revisions
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Property / author: Q411465 / rank | |||
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Property / author: Maria Christina Mariani / rank | |||
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Property / Mathematics Subject Classification ID: 91G80 / rank | |||
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Property / Mathematics Subject Classification ID: 91G20 / rank | |||
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Property / Mathematics Subject Classification ID: 35R09 / rank | |||
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Property / Mathematics Subject Classification ID: 35Q91 / rank | |||
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Property / zbMATH DE Number: 6022086 / rank | |||
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integro-differential operator | |||
Property / zbMATH Keywords: integro-differential operator / rank | |||
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financial market | |||
Property / zbMATH Keywords: financial market / rank | |||
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Lévy model | |||
Property / zbMATH Keywords: Lévy model / rank | |||
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upper and lower solutions | |||
Property / zbMATH Keywords: upper and lower solutions / rank | |||
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spherical harmonics | |||
Property / zbMATH Keywords: spherical harmonics / rank | |||
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Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
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Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1007/s10440-012-9687-1 / rank | |||
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Property / OpenAlex ID: W1977762948 / rank | |||
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Property / cites work | |||
Property / cites work: Q4073917 / rank | |||
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links / mardi / name | links / mardi / name | ||
Latest revision as of 02:01, 5 July 2024
scientific article
Language | Label | Description | Also known as |
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English | Solutions to integro-differential problems arising on pricing options in a Lévy market |
scientific article |
Statements
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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