An existence result for two-dimensional parabolic integro-differential equations involving CEV model (Q6491289)
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scientific article; zbMATH DE number 7836915
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An existence result for two-dimensional parabolic integro-differential equations involving CEV model |
scientific article; zbMATH DE number 7836915 |
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An existence result for two-dimensional parabolic integro-differential equations involving CEV model (English)
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24 April 2024
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existence of weak solution
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option pricing
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CEV model with jumps
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integro-differential parabolic equations
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