Solutions to a partial integro-differential parabolic system arising in the pricing of financial options in regime-switching jump diffusion models (Q5409246)
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scientific article; zbMATH DE number 6283696
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| English | Solutions to a partial integro-differential parabolic system arising in the pricing of financial options in regime-switching jump diffusion models |
scientific article; zbMATH DE number 6283696 |
Statements
14 April 2014
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partial integro-differential equations
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option pricing
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regime-switching jump diffusion
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upper and lower solutions
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0.867112934589386
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0.84996098279953
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0.837766170501709
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0.8290059566497803
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