scientific article
From MaRDI portal
Publication:3563146
zbMath1191.35009MaRDI QIDQ3563146
Ionut Florescu, Maria Christina Mariani
Publication date: 31 May 2010
Full work available at URL: https://eudml.org/doc/233200
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Applications of statistical and quantum mechanics to economics (econophysics) (91B80) Integro-partial differential equations (45K05) Existence problems for PDEs: global existence, local existence, non-existence (35A01) PDEs with randomness, stochastic partial differential equations (35R60) Integro-partial differential equations (35R09) Uniqueness problems for PDEs: global uniqueness, local uniqueness, non-uniqueness (35A02)
Related Items (4)
Numerical solutions for option pricing models including transaction costs and stochastic volatility ⋮ Solutions to a gradient-dependent integro-differential parabolic problem arising in the pricing of financial options in a Lévy market ⋮ Numerical methods applied to option pricing models with transaction costs and stochastic volatility ⋮ Solutions to an integro-differential parabolic problem arising in the pricing of financial options in a Lévy market
This page was built for publication:
