Solutions to an integro-differential parabolic problem arising in the pricing of financial options in a Levy market Article

Mariani, Maria C, SenGupta, Indranil. (2011). Solutions to an integro-differential parabolic problem arising in the pricing of financial options in a Levy market . NONLINEAR ANALYSIS-REAL WORLD APPLICATIONS, 12(6), 3103-3113. 10.1016/j.nonrwa.2011.05.010

cited authors

  • Mariani, Maria C; SenGupta, Indranil

sustainable development goals

authors

publication date

  • December 1, 2011

published in

keywords

  • Financial mathematics
  • Integro-differential equations
  • Mathematics
  • Mathematics, Applied
  • Parabolic PDEs
  • Physical Sciences
  • STOCHASTIC VOLATILITY
  • Schaefer's fixed point theorem
  • Science & Technology

Digital Object Identifier (DOI)

publisher

  • PERGAMON-ELSEVIER SCIENCE LTD

start page

  • 3103

end page

  • 3113

volume

  • 12

issue

  • 6