Pages that link to "Item:Q2247919"
From MaRDI portal
The following pages link to Viscosity solutions of integro-differential equations and passport options in a jump-diffusion model (Q2247919):
Displaying 7 items.
- Viscosity solutions of HJB equations arising from the valuation of European passport options (Q622505) (← links)
- Optimal dividend policy in an insurance company with contagious arrivals of claims (Q829004) (← links)
- Viscosity solutions of an infinite-dimensional Black-Scholes-Barenblatt equation (Q1401577) (← links)
- Nonlinear integro-differential evolution problems arising in option pricing: a viscosity solutions approach. (Q1413599) (← links)
- The valuation of American passport options: a viscosity solution approach (Q1730402) (← links)
- Free boundary and retirement benefits pricing in a jump-diffusion model (Q3383200) (← links)
- Viscosity solutions and the pricing of European-style options in a Markov-modulated exponential Lévy model (Q5086465) (← links)