Spherical Harmonics Applied to Differential and Integro-Differential Equations Arising in Mathematical Finance Article

SenGupta, Indranil, Mariani, Maria C. (2012). Spherical Harmonics Applied to Differential and Integro-Differential Equations Arising in Mathematical Finance . 20(2), 93-109. 10.1007/s12591-012-0107-9

cited authors

  • SenGupta, Indranil; Mariani, Maria C

authors

publication date

  • April 1, 2012

keywords

  • Homotopy perturbation
  • Integro-differential equations
  • Levy market
  • Mathematics
  • Mathematics, Applied
  • OPTIONS
  • PARABOLIC PROBLEM
  • Parabolic PDE
  • Physical Sciences
  • SPHEROIDAL WAVE-FUNCTIONS
  • Science & Technology
  • Spherical harmonics

Digital Object Identifier (DOI)

publisher

  • SPRINGER INDIA

start page

  • 93

end page

  • 109

volume

  • 20

issue

  • 2