Pages that link to "Item:Q977915"

The following pages link to A nonlinear partial integro-differential equation from mathematical finance (Q977915):

Displaying 16 items.

• Numerical solution of variable-order fractional integro-partial differential equations via sinc collocation method based on single and double exponential transformations (Q2207690) (← links)
• Inverting the Markovian projection, with an application to local stochastic volatility models (Q2212591) (← links)
• Path dependent optimal transport and model calibration on exotic derivatives (Q2240848) (← links)
• A difference method for the McKean-Vlasov equation (Q2327875) (← links)
• STOCHASTIC LOCAL INTENSITY LOSS MODELS WITH INTERACTING PARTICLE SYSTEMS (Q2799999) (← links)
• On the Wellposedness of Some McKean Models with Moderated or Singular Diffusion Coefficient (Q5038290) (← links)
• Short Communication: Inversion of Convex Ordering: Local Volatility Does Not Maximize the Price of VIX Futures (Q5112529) (← links)
• Calibration of a Hybrid Local-Stochastic Volatility Stochastic Rates Model with a Control Variate Particle Method (Q5742499) (← links)
• Calibration of local‐stochastic volatility models by optimal transport (Q6054403) (← links)
• A new approach by two‐dimensional wavelets operational matrix method for solving variable‐order fractional partial integro‐differential equations (Q6088452) (← links)
• AN EFFECTIVE COMPUTATIONAL APPROACH BASED ON HERMITE WAVELET GALERKIN FOR SOLVING PARABOLIC VOLTERRA PARTIAL INTEGRO DIFFERENTIAL EQUATIONS AND ITS CONVERGENCE ANALYSIS (Q6107710) (← links)
• Numerical solution for a class of evolution differential equations with \(p\)-Laplacian and memory (Q6169717) (← links)
• Taylor collocation method for solving two‐dimensional partial Volterra integro‐differential equations (Q6178220) (← links)
• Local existence of solutions to a nonlinear autonomous PDE model for population dynamics with nonlocal transport and competition (Q6199672) (← links)
• Solution of variable‐order partial integro‐differential equation using Legendre wavelet approximation and operational matrices (Q6202440) (← links)
• Deep learning approximations for non-local nonlinear PDEs with Neumann boundary conditions (Q6204733) (← links)