An existence result for two-dimensional parabolic integro-differential equations involving CEV model (Q6491289)
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 7836915
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | An existence result for two-dimensional parabolic integro-differential equations involving CEV model |
scientific article; zbMATH DE number 7836915 |
Statements
An existence result for two-dimensional parabolic integro-differential equations involving CEV model (English)
0 references
24 April 2024
0 references
existence of weak solution
0 references
option pricing
0 references
CEV model with jumps
0 references
integro-differential parabolic equations
0 references
0 references
0 references
