Pages that link to "Item:Q2665499"
From MaRDI portal
The following pages link to Existence of a fundamental solution of partial differential equations associated to Asian options (Q2665499):
Displaying 15 items.
- Obstacle problem for arithmetic Asian options (Q1046556) (← links)
- \(L_1\) and \(L_{\infty}\) stability of transition densities of perturbed diffusions (Q2066937) (← links)
- Spatial regularity for a class of degenerate Kolmogorov equations (Q2147972) (← links)
- Global \({L}_p\) estimates for kinetic Kolmogorov-Fokker-Planck equations in nondivergence form (Q2149086) (← links)
- Sharp estimates for Geman-Yor processes and applications to arithmetic average Asian options (Q2274018) (← links)
- Essentially exact asymptotic solutions for Asian derivatives (Q2888863) (← links)
- Uniqueness of the Solution to a Difference-Partial Differential Equation for Finance (Q3043565) (← links)
- SOLVING THE ASIAN OPTION PDE USING LIE SYMMETRY METHODS (Q3067163) (← links)
- SOME RESULTS ON PARTIAL DIFFERENTIAL EQUATIONS AND ASIAN OPTIONS (Q4798871) (← links)
- (Q6150744) (← links)
- On the fundamental solution for degenerate Kolmogorov equations with rough coefficients (Q6156214) (← links)
- Left-invariance for smooth vector fields and applications (Q6596292) (← links)
- New perspectives on recent trends for Kolmogorov operators (Q6612903) (← links)
- On the obstacle problem associated to the Kolmogorov-Fokker-Planck operator with rough coefficients (Q6617995) (← links)
- Existence and regularity result for a Heisenberg \(\varphi \)-Laplacian problem without space reflexivity (Q6667762) (← links)
