Solutions to a gradient-dependent integro-differential parabolic problem arising in the pricing of financial options in a Lévy market (Q641552)
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scientific article; zbMATH DE number 5962585
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| English | Solutions to a gradient-dependent integro-differential parabolic problem arising in the pricing of financial options in a Lévy market |
scientific article; zbMATH DE number 5962585 |
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Solutions to a gradient-dependent integro-differential parabolic problem arising in the pricing of financial options in a Lévy market (English)
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24 October 2011
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process with jumps
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existence of solutions
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Arzelà-Ascoli theorem
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0.9540181756019592
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0.876405656337738
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0.8745131492614746
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