Pages that link to "Item:Q411469"

The following pages link to Solutions to integro-differential problems arising on pricing options in a Lévy market (Q411469):

Displaying 7 items.

• 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)
• 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)
• Integro-differential equations for option prices in exponential Lévy models (Q2488481) (← links)
• Well-posed and ill-posed situations in option pricing problems when the volatility is purely time-dependent (Q2955293) (← links)
• (Q3563146) (← links)