Solutions to a gradient-dependent integro-differential parabolic problem arising in the pricing of financial options in a Lévy market (Q641552)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Solutions to a gradient-dependent integro-differential parabolic problem arising in the pricing of financial options in a Lévy market |
scientific article |
Statements
Solutions to a gradient-dependent integro-differential parabolic problem arising in the pricing of financial options in a Lévy market (English)
0 references
24 October 2011
0 references
process with jumps
0 references
existence of solutions
0 references
Arzelà-Ascoli theorem
0 references
0 references
0 references
0 references
0 references
