Differential operator related to the generalized superradiance integral equation
DOI10.1016/J.JMAA.2010.02.034zbMATH Open1190.47091OpenAlexW2081475273WikidataQ115346192 ScholiaQ115346192MaRDI QIDQ982571FDOQ982571
Authors: Indranil SenGupta 
Publication date: 7 July 2010
Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmaa.2010.02.034
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Cited In (11)
- Numerical solutions for option pricing models including transaction costs and stochastic volatility
- Spectral analysis for a three-dimensional superradiance problem
- Concentration problems for bandpass filters in communication theory over disjoint frequency intervals and numerical solutions
- Solutions to integro-differential problems arising on pricing options in a Lévy market
- Superradiance problem in a 3D annular domain
- Second-order integro-differential parabolic variational inequalities arising from the valuation of American option
- Spherical harmonics applied to differential and integro-differential equations arising in mathematical finance
- Spherical harmonics approach to parabolic partial differential equations
- Nonlinear problems modeling stochastic volatility and transaction costs
- Solutions to an integro-differential parabolic problem arising in the pricing of financial options in a Lévy market
- Solutions to a gradient-dependent integro-differential parabolic problem arising in the pricing of financial options in a Lévy market
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