A system of non-local parabolic PDE and application to option pricing (Q2821911): Difference between revisions
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Revision as of 08:40, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A system of non-local parabolic PDE and application to option pricing |
scientific article |
Statements
A system of non-local parabolic PDE and application to option pricing (English)
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26 September 2016
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semi-Markov processes
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non-local parabolic PDE
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locally risk minimizing pricing
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optimal hedging
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stopping times
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Volterra integral equation
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