The following pages link to (Q3563146):
Displaying 5 items.
- Numerical solutions for option pricing models including transaction costs and stochastic volatility (Q411468) (← links)
- Solutions to a gradient-dependent integro-differential parabolic problem arising in the pricing of financial options in a Lévy market (Q641552) (← links)
- Solutions to an integro-differential parabolic problem arising in the pricing of financial options in a Lévy market (Q660712) (← links)
- Numerical methods applied to option pricing models with transaction costs and stochastic volatility (Q4619506) (← links)
- An existence result for two-dimensional parabolic integro-differential equations involving CEV model (Q6491289) (← links)
