zbMath1290.35290MaRDI QIDQ5409185
C. Erdmann
Publication date: 14 April 2014
Full work available at URL: http://www.emis.de/journals/EJDE/conf-proc/21/e1/abstr.html
zbMATH Keywords
option pricing; integro-differential equation; fully nonlinear equation; Black-Scholes equations
Mathematics Subject Classification ID
91G80: Financial applications of other theories
35R09: Integro-partial differential equations