Solutions to integro-differential problems arising on pricing options in a Lévy market (Q411469)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6022086
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Solutions to integro-differential problems arising on pricing options in a Lévy market |
scientific article; zbMATH DE number 6022086 |
Statements
Solutions to integro-differential problems arising on pricing options in a Lévy market (English)
0 references
4 April 2012
0 references
integro-differential operator
0 references
financial market
0 references
Lévy model
0 references
upper and lower solutions
0 references
spherical harmonics
0 references
0 references
0 references
0 references
0.8906835317611694
0 references
0.8745131492614746
0 references
0.8369933366775513
0 references
