A system of non-local parabolic PDE and application to option pricing

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Publication:2821911

DOI10.1080/07362994.2016.1189340zbMath1347.60084arXiv1506.01467OpenAlexW3103063931MaRDI QIDQ2821911

Jeeten Patel, Poorva Shevgaonkar, Anindya Goswami

Publication date: 26 September 2016

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1506.01467



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