Pages that link to "Item:Q641552"
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The following pages link to Solutions to a gradient-dependent integro-differential parabolic problem arising in the pricing of financial options in a Lévy market (Q641552):
Displaying 10 items.
- Solutions to integro-differential problems arising on pricing options in a Lévy market (Q411469) (← links)
- Solutions to an integro-differential parabolic problem arising in the pricing of financial options in a Lévy market (Q660712) (← links)
- Spherical harmonics applied to differential and integro-differential equations arising in mathematical finance (Q691357) (← links)
- On solutions of a partial integro-differential equation in Bessel potential spaces with applications in option pricing models (Q2227316) (← links)
- A parabolic problem arising in financial mathematics (Q2655088) (← links)
- (Q3563146) (← links)
- Option Pricing with Transaction Costs and Stochastic Interest Rate (Q4586314) (← links)
- Numerical methods applied to option pricing models with transaction costs and stochastic volatility (Q4619506) (← links)
- Distribution-valued weak solutions to a parabolic problem arising in financial mathematics (Q5323831) (← links)
- Existence, uniqueness and numerical approximation of solutions to a nonlinear integro-differential equation which arises in option pricing theory (Q5409185) (← links)
