Solutions to a partial integro-differential parabolic system arising in the pricing of financial options in regime-switching jump diffusion models
zbMATH Open1294.35171MaRDI QIDQ5409246FDOQ5409246
Authors: Ionut Florescu, Ruihua Liu, Maria C. Mariani 
Publication date: 14 April 2014
Full work available at URL: http://www.emis.de/journals/EJDE/2012/231/abstr.html
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option pricingupper and lower solutionspartial integro-differential equationsregime-switching jump diffusion
PDEs in connection with game theory, economics, social and behavioral sciences (35Q91) Integro-partial differential equations (45K05) Microeconomic theory (price theory and economic markets) (91B24)
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