Pages that link to "Item:Q2467933"
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The following pages link to Obstacle problem for nonlinear integro-differential equations arising in option pricing (Q2467933):
Displaying 4 items.
- Aperiodic fractional obstacle problems (Q607354) (← links)
- Numerical Analysis of Additive, Lévy and Feller Processes with Applications to Option Pricing (Q3079739) (← links)
- ERROR ESTIMATES FOR A CLASS OF FINITE DIFFERENCE-QUADRATURE SCHEMES FOR FULLY NONLINEAR DEGENERATE PARABOLIC INTEGRO-PDES (Q3520561) (← links)
- An obstacle problem arising from American options pricing: regularity of solutions (Q6143896) (← links)
