Spherical harmonics applied to differential and integro-differential equations arising in mathematical finance

DOI10.1007/s12591-012-0107-9zbMath1257.35065OpenAlexW2042523546MaRDI QIDQ691357

Maria Christina Mariani, Indranil SenGupta

Publication date: 30 November 2012

Published in: Differential Equations and Dynamical Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s12591-012-0107-9

zbMATH Keywords

Black-Scholes equationannular domainshomotopy perturbationLévy market

Mathematics Subject Classification ID

Series solutions to PDEs (35C10) Second-order parabolic equations (35K10) PDEs in connection with game theory, economics, social and behavioral sciences (35Q91) Integro-partial differential equations (35R09)

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