Pages that link to "Item:Q660712"
From MaRDI portal
The following pages link to Solutions to an integro-differential parabolic problem arising in the pricing of financial options in a Lévy market (Q660712):
Displayed 5 items.
- An integro-differential parabolic variational inequality arising from the valuation of double barrier American option (Q488919) (← links)
- Spherical harmonics applied to differential and integro-differential equations arising in mathematical finance (Q691357) (← links)
- A new tree method for pricing financial derivatives in a regime-switching mean-reverting model (Q1926230) (← links)
- On solutions of a partial integro-differential equation in Bessel potential spaces with applications in option pricing models (Q2227316) (← links)
- Option pricing under a jump-telegraph diffusion model with jumps of random size (Q5031709) (← links)
