Spherical harmonics applied to differential and integro-differential equations arising in mathematical finance
From MaRDI portal
Publication:691357
DOI10.1007/s12591-012-0107-9zbMath1257.35065MaRDI QIDQ691357
Maria Christina Mariani, Indranil SenGupta
Publication date: 30 November 2012
Published in: Differential Equations and Dynamical Systems (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s12591-012-0107-9
35C10: Series solutions to PDEs
35K10: Second-order parabolic equations
35Q91: PDEs in connection with game theory, economics, social and behavioral sciences
35R09: Integro-partial differential equations
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