Value function regularity in option pricing problems under a pure jump model
type: Item
instance of: scholarly article
title: Value function regularity in option pricing problems under a pure jump model
zbMATH Open document ID: 1406.91445
author: Junjun Kang
author: Yanbin Tang
published in: Applied Mathematics and Optimization
publication date: 2017-11-17T00:00:00Z
Mathematics Subject Classification ID: 91G20
Mathematics Subject Classification ID: 45K05
Mathematics Subject Classification ID: 49L25
Mathematics Subject Classification ID: 60G51
Mathematics Subject Classification ID: 60J75
Mathematics Subject Classification ID: 91G80
Mathematics Subject Classification ID: 47F05
Mathematics Subject Classification ID: 60G40
zbMATH DE Number: 6808427
zbMATH Keywords: option price
zbMATH Keywords: fractional Laplace operator
zbMATH Keywords: partial integro-differential operator
zbMATH Keywords: regularity
MaRDI profile type: Publication
full work available at URL: s00245-016-9350-8
OpenAlex ID: W2331538761
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DOI: 10.1007/S00245-016-9350-8
description: scientific article; zbMATH DE number 6808427