A comparison principle for an American option on several assets: index and spread options.
Laurence, Peter, Stredulinsky, Edward (2003)
Electronic Journal of Differential Equations (EJDE) [electronic only]
Similarity:
The search session has expired. Please query the service again.
The search session has expired. Please query the service again.
The search session has expired. Please query the service again.
Displaying similar documents to “Solutions to integro-differential parabolic problems arising in the pricing of financial options in a Lev́y market.”
A comparison principle for an American option on several assets: index and spread options.
Telegraph models of financial markets.
Ratanov, Nikita (2007)
Revista Colombiana de Matemáticas
Similarity:
Explosion time in stochastic differential equations with small diffusion.
Groisman, Pablo, Rossi, Julio D. (2007)
Electronic Journal of Differential Equations (EJDE) [electronic only]
Similarity:
A reduced modelling approach to the pricing of mortgage backed securities.
Parshad, Rana D. (2010)
Electronic Journal of Differential Equations (EJDE) [electronic only]
Similarity:
A priori bounds and global existence for a strongly coupled quasilinear parabolic system modeling chemotaxis.
Kuiper, Hendrik J. (2001)
Electronic Journal of Differential Equations (EJDE) [electronic only]
Similarity:
Malliavin calculus in Lev́y spaces and applications to finance.
Petrou, Evangelia (2008)
Electronic Journal of Probability [electronic only]
Similarity:
Blow-up rate for parabolic problems with nonlocal source and boundary flux.
Rougirel, Arnaud (2003)
Electronic Journal of Differential Equations (EJDE) [electronic only]
Similarity:
Stochastic Differential Equations Driven by Generalized Positive Noise
Michael Oberguggenberger, Danijela Rajter-Ćirić (2005)
Publications de l'Institut Mathématique
Similarity:
A linear model for the dynamics of fish larvae.
Ghouali, Noureddine, Touaoula, Tarik Mohamed (2004)
Electronic Journal of Differential Equations (EJDE) [electronic only]
Similarity:
A generalization of Osgood's test and a comparison criterion for integral equations with noise.
Ceballos-Lira, Marcos J., Macias-Diaz, Jorge E., Villa, Jose (2011)
Electronic Journal of Differential Equations (EJDE) [electronic only]
Similarity:
Existence and uniqueness of classical solutions to certain nonlinear integro-differential Fokker-Planck type equations.
Akhmetov, Denis R., Lavrentiev, Mikhail M.jun., Spigler, Renato (2002)
Electronic Journal of Differential Equations (EJDE) [electronic only]
Similarity:
Strong innovation and its applications to information diffusion modelling in finance.
Toronjadze, T. (2002)
Georgian Mathematical Journal
Similarity: