The following pages link to (Q3563146):
Displaying 10 items.
- Numerical solutions for option pricing models including transaction costs and stochastic volatility (Q411468) (← links)
- Solutions to integro-differential problems arising on pricing options in a Lévy market (Q411469) (← links)
- Solutions to a gradient-dependent integro-differential parabolic problem arising in the pricing of financial options in a Lévy market (Q641552) (← links)
- Solutions to an integro-differential parabolic problem arising in the pricing of financial options in a Lévy market (Q660712) (← 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)
- A parabolic problem arising in financial mathematics (Q2655088) (← 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)
- An existence result for two-dimensional parabolic integro-differential equations involving CEV model (Q6491289) (← links)
