Existence and Uniqueness of Viscosity Solutions of an Integro-differential Equation Arising in Option Pricing (Q4988556)
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scientific article; zbMATH DE number 7348566
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Existence and Uniqueness of Viscosity Solutions of an Integro-differential Equation Arising in Option Pricing |
scientific article; zbMATH DE number 7348566 |
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Existence and Uniqueness of Viscosity Solutions of an Integro-differential Equation Arising in Option Pricing (English)
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17 May 2021
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viscosity solutions
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option pricing
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multivariate stochastic volatility model with jumps
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maximum principle
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