Pages that link to "Item:Q660712"
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The following pages link to Solutions to an integro-differential parabolic problem arising in the pricing of financial options in a Lévy market (Q660712):
Displaying 13 items.
- Solutions to integro-differential problems arising on pricing options in a Lévy market (Q411469) (← links)
- An integro-differential parabolic variational inequality arising from the valuation of double barrier American option (Q488919) (← links)
- Solutions to a gradient-dependent integro-differential parabolic problem arising in the pricing of financial options in a Lévy market (Q641552) (← links)
- Spherical harmonics applied to differential and integro-differential equations arising in mathematical finance (Q691357) (← links)
- Value function regularity in option pricing problems under a pure jump model (Q1678504) (← links)
- A new tree method for pricing financial derivatives in a regime-switching mean-reverting model (Q1926230) (← links)
- On solutions of a partial integro-differential equation in Bessel potential spaces with applications in option pricing models (Q2227316) (← links)
- Integro-differential equations for option prices in exponential Lévy models (Q2488481) (← links)
- (Q3563146) (← links)
- Option pricing under a jump-telegraph diffusion model with jumps of random size (Q5031709) (← 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)
- An existence result for two-dimensional parabolic integro-differential equations involving CEV model (Q6491289) (← links)
