Solutions to integro-differential problems arising on pricing options in a Lévy market (Q411469): Difference between revisions

@@ Property / author @@
+Maria Christina Mariani
@@ Property / author: Maria Christina Mariani / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G80
@@ Property / Mathematics Subject Classification ID: 91G80 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G20
@@ Property / Mathematics Subject Classification ID: 91G20 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+R09
@@ Property / Mathematics Subject Classification ID: 35R09 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+Q91
@@ Property / Mathematics Subject Classification ID: 35Q91 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6022086
@@ Property / zbMATH DE Number: 6022086 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+integro-differential operator
@@ Property / zbMATH Keywords: integro-differential operator / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+financial market
@@ Property / zbMATH Keywords: financial market / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Lévy model
@@ Property / zbMATH Keywords: Lévy model / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+upper and lower solutions
@@ Property / zbMATH Keywords: upper and lower solutions / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+spherical harmonics
@@ Property / zbMATH Keywords: spherical harmonics / rank @@
+Normal rank

Revision as of 19:39, 29 June 2023