Value function regularity in option pricing problems under a pure jump model (Q1678504): 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/s00245-016-9350-8 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2331538761 / rank | |||
Normal rank |
Revision as of 21:49, 19 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Value function regularity in option pricing problems under a pure jump model |
scientific article |
Statements
Value function regularity in option pricing problems under a pure jump model (English)
0 references
17 November 2017
0 references
option price
0 references
fractional Laplace operator
0 references
partial integro-differential operator
0 references
regularity
0 references