Pages that link to "Item:Q5409185"
From MaRDI portal
The following pages link to Existence, uniqueness and numerical approximation of solutions to a nonlinear integro-differential equation which arises in option pricing theory (Q5409185):
Displaying 9 items.
- Solving a nonlinear PDE that prices real options using utility based pricing methods (Q546201) (← links)
- Existence and uniqueness of martingale solutions to option pricing equations with noise (Q831331) (← links)
- Existence and uniqueness results for a semilinear Black-Scholes type equation (Q984569) (← links)
- On solutions of a partial integro-differential equation in Bessel potential spaces with applications in option pricing models (Q2227316) (← links)
- Mathematical analysis of a nonlinear PDE model for European options with counterparty risk (Q2418694) (← links)
- Obstacle problem for nonlinear integro-differential equations arising in option pricing (Q2467933) (← links)
- Uniqueness of the Solution to a Difference-Partial Differential Equation for Finance (Q3043565) (← links)
- Asymptotic Behavior of Solutions of Some Difference Equations Defined by Weakly Dependent Random Vectors (Q3448338) (← links)
- Numerical solution of systems of partial integral differential equations with application to pricing options (Q4623366) (← links)
