Solutions to Integro-differential Problems Arising on Pricing Options in a Lévy Market Article

SenGupta, Indranil, Mariani, Maria C, Amster, Pablo. (2012). Solutions to Integro-differential Problems Arising on Pricing Options in a Lévy Market . Acta Applicandae Mathematicae, 118(1), 237-249. 10.1007/s10440-012-9687-1

cited authors

  • SenGupta, Indranil; Mariani, Maria C; Amster, Pablo

authors

publication date

  • April 1, 2012

published in

keywords

  • 49 Mathematical Sciences
  • 4901 Applied Mathematics
  • 4905 Statistics

Digital Object Identifier (DOI)

start page

  • 237

end page

  • 249

volume

  • 118

issue

  • 1