Pages that link to "Item:Q2418694"

The following pages link to Mathematical analysis of a nonlinear PDE model for European options with counterparty risk (Q2418694):

Displaying 7 items.

• A fully non-linear PDE problem from pricing CDS with counterparty risk (Q449295) (← links)
• PDE models for American options with counterparty risk and two stochastic factors: mathematical analysis and numerical solution (Q2004615) (← links)
• On solutions of a partial integro-differential equation in Bessel potential spaces with applications in option pricing models (Q2227316) (← links)
• Total value adjustment for European options with two stochastic factors. Mathematical model, analysis and numerical simulation (Q2334884) (← links)
• Probabilistic numerical approach for PDE and its application in the valuation of European options (Q2770163) (← links)
• (Q3655790) (← links)
• Boundary-safe PINNs extension: application to non-linear parabolic PDEs in counterparty credit risk (Q6157931) (← links)