An existence result for two-dimensional parabolic integro-differential equations involving CEV model (Q6491289)

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scientific article; zbMATH DE number 7836915
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An existence result for two-dimensional parabolic integro-differential equations involving CEV model
scientific article; zbMATH DE number 7836915

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    An existence result for two-dimensional parabolic integro-differential equations involving CEV model (English)
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    24 April 2024
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    existence of weak solution
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    option pricing
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    CEV model with jumps
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    integro-differential parabolic equations
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