Pages that link to "Item:Q5348435"

The following pages link to Analytic approach to solve a degenerate parabolic PDE for the Heston model (Q5348435):

Displaying 7 items.

• Local and non-local improved Hardy inequalities with weights (Q2083986) (← links)
• A class of weighted Hardy inequalities and applications to evolution problems (Q2183522) (← links)
• AMFR-W-methods for parabolic problems with mixed derivates. Applications to the Heston model (Q2223823) (← links)
• A semigroup approach to generalized Black-Scholes type equations in incomplete markets (Q2315047) (← links)
• Computational technique for simulating variable-order fractional Heston model with application in US stock market (Q2418460) (← links)
• Weighted multipolar Hardy inequalities and evolution problems with Kolmogorov operators perturbed by singular potentials (Q2658849) (← links)
• A class of weighted Hardy type inequalities in \(\mathbb{R}^N\) (Q6196265) (← links)