Pages that link to "Item:Q4671839"
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The following pages link to A partial differential equation connected to option pricing with stochastic volatility: Regularity results and discretization (Q4671839):
Displaying 8 items.
- Numerical methods for Lévy processes (Q964687) (← links)
- Convergence of a class of degenerate Ginzburg-Landau functionals and regularity for a subelliptic harmonic map equation (Q1034858) (← links)
- Option pricing based on modified advection-dispersion equation: stochastic representation and applications (Q2183263) (← links)
- On solutions of a partial integro-differential equation in Bessel potential spaces with applications in option pricing models (Q2227316) (← links)
- Well-posed and ill-posed situations in option pricing problems when the volatility is purely time-dependent (Q2955293) (← links)
- Variational Analysis for Options with Stochastic Volatility and Multiple Factors (Q4579831) (← links)
- Leader Authenticity in Intercultural School Contexts (Q4937494) (← links)
- Analytic approach to solve a degenerate parabolic PDE for the Heston model (Q5348435) (← links)
