Solutions to integro-differential parabolic problems arising in the pricing of financial options in a Lev́y market.
Florescu, Ionuţ, Mariani, Maria Christina (2010)
Electronic Journal of Differential Equations (EJDE) [electronic only]
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Displaying similar documents to “A comparison principle for an American option on several assets: index and spread options.”
Solutions to integro-differential parabolic problems arising in the pricing of financial options in a Lev́y market.
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