Numerical solutions to an integro-differential parabolic problem arising in the pricing of financial options in a Levy market (Q5245903)
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scientific article; zbMATH DE number 6425910
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Numerical solutions to an integro-differential parabolic problem arising in the pricing of financial options in a Levy market |
scientific article; zbMATH DE number 6425910 |
Statements
Numerical solutions to an integro-differential parabolic problem arising in the pricing of financial options in a Levy market (English)
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16 April 2015
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applied mathematical finance
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jump-diffusion processes
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numerical methods for option pricing
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partial differential equations
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