On solutions of a partial integro-differential equation in Bessel potential spaces with applications in option pricing models (Q2227316)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | On solutions of a partial integro-differential equation in Bessel potential spaces with applications in option pricing models |
scientific article |
Statements
On solutions of a partial integro-differential equation in Bessel potential spaces with applications in option pricing models (English)
0 references
15 February 2021
0 references
partial integro-differential equation
0 references
sectorial operator
0 references
analytic semigroup
0 references
Bessel potential space
0 references
option pricing
0 references
Lévy stochastic process
0 references
Lévy measure
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references