On solutions of a partial integro-differential equation in Bessel potential spaces with applications in option pricing models (Q2227316)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On solutions of a partial integro-differential equation in Bessel potential spaces with applications in option pricing models |
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On solutions of a partial integro-differential equation in Bessel potential spaces with applications in option pricing models (English)
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15 February 2021
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partial integro-differential equation
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sectorial operator
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analytic semigroup
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Bessel potential space
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option pricing
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Lévy stochastic process
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Lévy measure
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