Solutions to integro-differential problems arising on pricing options in a Lévy market (Q411469): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1007/s10440-012-9687-1 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W1977762948 / rank | |||
Normal rank |
Revision as of 20:22, 19 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
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)
0 references
4 April 2012
0 references
integro-differential operator
0 references
financial market
0 references
Lévy model
0 references
upper and lower solutions
0 references
spherical harmonics
0 references