Pages that link to "Item:Q641552"
From MaRDI portal
The following pages link to Solutions to a gradient-dependent integro-differential parabolic problem arising in the pricing of financial options in a Lévy market (Q641552):
Displayed 4 items.
- Spherical harmonics applied to differential and integro-differential equations arising in mathematical finance (Q691357) (← links)
- On solutions of a partial integro-differential equation in Bessel potential spaces with applications in option pricing models (Q2227316) (← links)
- Option Pricing with Transaction Costs and Stochastic Interest Rate (Q4586314) (← links)
- Numerical methods applied to option pricing models with transaction costs and stochastic volatility (Q4619506) (← links)
