Pages that link to "Item:Q4798871"
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The following pages link to SOME RESULTS ON PARTIAL DIFFERENTIAL EQUATIONS AND ASIAN OPTIONS (Q4798871):
Displayed 40 items.
- Kolmogorov-Fokker-Planck equations: comparison principles near Lipschitz type boundaries (Q290566) (← links)
- Fourier transform of the continuous arithmetic Asian options PDE (Q420220) (← links)
- Transforming arithmetic Asian option PDE to the parabolic equation with constant coefficients (Q539363) (← links)
- Explicit parametrix and local limit theorems for some degenerate diffusion processes (Q629777) (← links)
- Martingale problems for some degenerate Kolmogorov equations (Q681984) (← links)
- Regularity near the initial state in the obstacle problem for a class of hypoelliptic ultraparabolic operators (Q710528) (← links)
- Global Morrey estimates for a class of Ornstein-Uhlenbeck operators (Q736394) (← links)
- Local Sobolev-Morrey estimates for nondivergence operators with drift on homogeneous groups (Q740716) (← links)
- Exact solutions of a model for asset prices by K. Takaoka (Q853866) (← links)
- Intrinsic Taylor formula for Kolmogorov-type homogeneous groups (Q898831) (← links)
- On the hierarchical optimal control of a chain of distributed systems (Q900841) (← links)
- Free boundary and optimal stopping problems for American Asian options (Q928494) (← links)
- Path dependent volatility (Q940996) (← links)
- Analysis of an uncertain volatility model (Q955456) (← links)
- Optimal regularity in the obstacle problem for Kolmogorov operators related to American Asian options (Q976775) (← links)
- Density estimates for a random noise propagating through a chain of differential equations (Q990161) (← links)
- Obstacle problem for arithmetic Asian options (Q1046556) (← links)
- Nash estimates and upper bounds for non-homogeneous Kolmogorov equations (Q1681863) (← links)
- Singular risk-neutral valuation equations (Q1761441) (← links)
- Bounds on short cylinders and uniqueness in Cauchy problem for degenerate Kolmogorov equations (Q2272034) (← links)
- Weighted Sobolev-Morrey estimates for hypoelliptic operators with drift on homogeneous groups (Q2348534) (← links)
- A continuous dependence result for ultraparabolic equations in option pricing (Q2381921) (← links)
- Global Hölder estimates via Morrey norms for hypoelliptic operators with drift (Q2397013) (← links)
- On Liouville-type theorems and the uniqueness of the positive Cauchy problem for a class of hypoelliptic operators (Q2397777) (← links)
- The A-property of the Kolmogorov measure (Q2402498) (← links)
- Pointwise estimates for a class of non-homogeneous Kolmogorov equations (Q2471757) (← links)
- Pointwise local estimates and Gaussian upper bounds for a class of uniformly subelliptic ultraparabolic operators (Q2473950) (← links)
- Numerical solution of variational inequalities for pricing Asian options by higher order Lagrange--Galerkin methods (Q2507719) (← links)
- Numerical methods to solve PDE models for pricing business companies in different regimes and implementation in GPUs (Q2513556) (← links)
- Wellposedness of the boundary value formulation of a fixed strike Asian option (Q2570098) (← links)
- Commutator conditions implying the convergence of the Lie–Trotter products (Q2750852) (← links)
- The Role of Fundamental Solution in Potential and Regularity Theory for Subelliptic PDE (Q2800128) (← links)
- Preliminary group classification of $(2+1)$-dimensional linear ultraparabolic Kolmogorov - Fokker - Planck equations (Q2969563) (← links)
- Uniqueness of the Solution to a Difference-Partial Differential Equation for Finance (Q3043565) (← links)
- SOLVING THE ASIAN OPTION PDE USING LIE SYMMETRY METHODS (Q3067163) (← links)
- On the Harnack inequality for a class of hypoelliptic evolution equations (Q4813853) (← links)
- Approximate solutions to second order parabolic equations. I: Analytic estimates (Q5253970) (← links)
- THE MOSER'S ITERATIVE METHOD FOR A CLASS OF ULTRAPARABOLIC EQUATIONS (Q5315546) (← links)
- Stability of Densities for Perturbed Degenerate Diffusions (Q5369330) (← links)
- The obstacle problem for a class of hypoelliptic ultraparabolic equations (Q5438180) (← links)