Pages that link to "Item:Q5245903"
From MaRDI portal
The following pages link to Numerical solutions to an integro-differential parabolic problem arising in the pricing of financial options in a Levy market (Q5245903):
Displaying 4 items.
- Two approximated techniques for solving of system of two-dimensional partial integral differential equations with weakly singular kernels (Q2245764) (← links)
- Numerical study for European option pricing equations with non-levy jumps (Q4987125) (← links)
- A novel approach to solving system of integral partial differential equations based on hybrid modified block-pulse functions (Q6559961) (← links)
- Approximate solution to solve singular variable-order fractional Volterra–Fredholm integral partial differential equations type defined using hybrid functions (Q6590583) (← links)
