Singular risk-neutral valuation equations
type: Item
instance of: scholarly article
title: Singular risk-neutral valuation equations
zbMATH Open document ID: 1256.35175
author: C. Costantini
author: Marco Papi
author: Fernanda D'Ippoliti
published in: Finance and Stochastics
publication date: 2012-11-15T00:00:00Z
Mathematics Subject Classification ID: 35Q91
Mathematics Subject Classification ID: 91B25
Mathematics Subject Classification ID: 35R60
Mathematics Subject Classification ID: 35R09
zbMATH DE Number: 6106806
zbMATH Keywords: degenerate integro-differential equations
zbMATH Keywords: viscosity solutions
zbMATH Keywords: Asian options
zbMATH Keywords: stochastic volatility
zbMATH Keywords: jump-diffusion
MaRDI profile type: Publication
full work available at URL: s00780-011-0166-8
OpenAlex ID: W1995074597
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DOI: 10.1007/S00780-011-0166-8
description: scientific article; zbMATH DE number 6106806