Solutions to an integro-differential parabolic problem arising in the pricing of financial options in a Lévy market (Q660712)
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scientific article; zbMATH DE number 6003296
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| English | Solutions to an integro-differential parabolic problem arising in the pricing of financial options in a Lévy market |
scientific article; zbMATH DE number 6003296 |
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Solutions to an integro-differential parabolic problem arising in the pricing of financial options in a Lévy market (English)
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5 February 2012
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financial mathematics
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integro-differential equations
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Schaefer's fixed point theorem
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0.9540181756019592
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0.8998640179634094
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0.8906835317611694
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