Solutions to integro-differential parabolic problems arising in the pricing of financial options in a Lev́y market.

Florescu, Ionuţ, and Mariani, Maria Christina. "Solutions to integro-differential parabolic problems arising in the pricing of financial options in a Lev́y market.." Electronic Journal of Differential Equations (EJDE) [electronic only] 2010 (2010): Paper No. 62, 10 p., electronic only-Paper No. 62, 10 p., electronic only. <http://eudml.org/doc/233200>.

@article{Florescu2010,
author = {Florescu, Ionuţ, Mariani, Maria Christina},
journal = {Electronic Journal of Differential Equations (EJDE) [electronic only]},
keywords = {jumps processes; stochastic volatility; upper solution; lower solution; diagonal argument},
language = {eng},
pages = {Paper No. 62, 10 p., electronic only-Paper No. 62, 10 p., electronic only},
publisher = {Southwest Texas State University, Department of Mathematics, San Marcos, TX; North Texas State University, Department of Mathematics, Denton},
title = {Solutions to integro-differential parabolic problems arising in the pricing of financial options in a Lev́y market.},
url = {http://eudml.org/doc/233200},
volume = {2010},
year = {2010},
}

TY - JOUR
AU - Florescu, Ionuţ
AU - Mariani, Maria Christina
TI - Solutions to integro-differential parabolic problems arising in the pricing of financial options in a Lev́y market.
JO - Electronic Journal of Differential Equations (EJDE) [electronic only]
PY - 2010
PB - Southwest Texas State University, Department of Mathematics, San Marcos, TX; North Texas State University, Department of Mathematics, Denton
VL - 2010
SP - Paper No. 62, 10 p., electronic only
EP - Paper No. 62, 10 p., electronic only
LA - eng
KW - jumps processes; stochastic volatility; upper solution; lower solution; diagonal argument
UR - http://eudml.org/doc/233200
ER -