Solutions to an integro-differential parabolic problem arising in the pricing of financial options in a Lévy market
type: Item
instance of: scholarly article
title: Solutions to an integro-differential parabolic problem arising in the pricing of financial options in a Lévy market
zbMATH Open document ID: 1231.35266
author: Maria C. Mariani
author: Indranil SenGupta
published in: Nonlinear Analysis. Real World Applications
publication date: 2012-02-05T00:00:00Z
Mathematics Subject Classification ID: 35Q91
Mathematics Subject Classification ID: 91G20
Mathematics Subject Classification ID: 91G80
Mathematics Subject Classification ID: 35A01
Mathematics Subject Classification ID: 35D30
Mathematics Subject Classification ID: 35K10
zbMATH DE Number: 6003296
zbMATH Keywords: financial mathematics
zbMATH Keywords: integro-differential equations
zbMATH Keywords: Schaefer's fixed point theorem
MaRDI profile type: Publication
full work available at URL: j.nonrwa.2011.05.010
OpenAlex ID: W2057937246
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DOI: 10.1016/J.NONRWA.2011.05.010
description: scientific article; zbMATH DE number 6003296