Pages that link to "Item:Q1413599"
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The following pages link to Nonlinear integro-differential evolution problems arising in option pricing: a viscosity solutions approach. (Q1413599):
Displayed 28 items.
- The applications of partial integro-differential equations related to adaptive wavelet collocation methods for viscosity solutions to jump-diffusion models (Q295205) (← links)
- Pricing American bond options using a penalty method (Q445080) (← links)
- Rare mutations in evolutionary dynamics (Q496742) (← links)
- Backward solutions to nonlinear integro-differential systems (Q607437) (← links)
- Convergence of numerical schemes for viscosity solutions to integro-differential degenerate parabolic problems arising in financial theory (Q704796) (← links)
- Viscosity solutions for a system of integro-PDEs and connections to optimal switching and control of jump-diffusion processes (Q708865) (← links)
- Hedging with a correlated asset: Solution of a nonlinear pricing PDE (Q859866) (← links)
- Error estimates for approximate solutions to Bellman equations associated with controlled jump-diffusions (Q943366) (← links)
- On a class of Volterra nonlinear equations of parabolic type (Q961576) (← links)
- Large time behavior of solutions and finite difference scheme to a nonlinear integro-differential equation (Q971549) (← links)
- Implicit-explicit numerical schemes for jump-diffusion processes (Q997571) (← links)
- A non-local regularization of first order Hamilton-Jacobi equations (Q1772323) (← links)
- Continuous dependence estimates for viscosity solutions of integro-PDEs (Q1779287) (← links)
- Uniqueness for integro-PDE in Hilbert spaces (Q1935429) (← links)
- A penalty scheme and policy iteration for nonlocal HJB variational inequalities with monotone nonlinearities (Q2027590) (← links)
- Probabilistic error analysis for some approximation schemes to optimal control problems (Q2173064) (← links)
- On multilevel Picard numerical approximations for high-dimensional nonlinear parabolic partial differential equations and high-dimensional nonlinear backward stochastic differential equations (Q2316188) (← links)
- Machine learning approximation algorithms for high-dimensional fully nonlinear partial differential equations and second-order backward stochastic differential equations (Q2327815) (← links)
- Holomorphic transforms with application to affine processes (Q2391274) (← links)
- On the behaviour near expiry for multi-dimensional American options (Q2465175) (← links)
- Obstacle problem for nonlinear integro-differential equations arising in option pricing (Q2467933) (← links)
- Dislocation dynamics: Short-time existence and uniqueness of the solution (Q2501170) (← links)
- Large time behavior of solutions to a nonlinear integro-differential system (Q2518306) (← links)
- A high order finite volume method for one dimensional nonlocal reactive flows of parabolic type (Q2814068) (← links)
- On the Rate of Convergence for Monotone Numerical Schemes for Nonlocal Isaacs Equations (Q4633793) (← links)
- Pricing American Options under Regime-Switching Model with a Crank-Nicolson Fitted Finite Volume Method (Q4986613) (← links)
- Optimal Investment with High-Watermark Fee in a Multidimensional Jump Diffusion Model (Q5123453) (← links)
- Deep learning approximations for non-local nonlinear PDEs with Neumann boundary conditions (Q6204733) (← links)