scientific article; zbMATH DE number 6025248

zbMath1245.65180MaRDI QIDQ5388180

O. E. Kudryavtsev

Publication date: 18 April 2012

Full work available at URL: http://mathnet.ru/eng/mm/v23/i5/p95

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

Wiener-Hopf factorizationmarket modelsintegro-partial differential equationsLevy modelsnumerical inverse Laplace transformation algorithm

Mathematics Subject Classification ID

Numerical methods for integral equations (65R20) Integro-partial differential equations (45K05) Laplace transform (44A10) Numerical methods for integral transforms (65R10) Auctions, bargaining, bidding and selling, and other market models (91B26)

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