✦ LIBER ✦

Obstacle problem for nonlinear integro-differential equations arising in option pricing

✍ Scribed by Anna Lisa Amadori

Book ID: 107401034
Publisher: Springer Milan
Year: 2007
Tongue: Italian
Weight: 230 KB
Volume: 56
Category: Article
ISSN: 0035-5038
DOI: 10.1007/s11587-007-0001-x

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

A Nonlinear Singular Integro-Differentia

A Nonlinear Singular Integro-Differential Equation Arising in Surface Chemistry

✍ Duchon, Jean; Robert, Raoul 📂 Article 📅 1986 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 935 KB

Solutions to Integro-differential Proble

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

✍ Indranil SenGupta; Maria C. Mariani; Pablo Amster 📂 Article 📅 2012 🏛 Springer Netherlands 🌐 English ⚖ 491 KB

Integro-differential equations for optio

Integro-differential equations for option prices in exponential Lévy models

✍ Rama Cont; Ekaterina Voltchkova 📂 Article 📅 2005 🏛 Springer-Verlag 🌐 English ⚖ 288 KB

On the solvability of a nonlinear integr

On the solvability of a nonlinear integro-differential equation arising in the income distribution problem

✍ A. Kh. Khachatryan; Kh. A. Khachatryan 📂 Article 📅 2010 🏛 SP MAIK Nauka/Interperiodica 🌐 English ⚖ 197 KB

Option Pricing in Hilbert Space-Valued J

Option Pricing in Hilbert Space-Valued Jump-Diffusion Models Using Partial Integro-Differential Equations

✍ Hepperger, Peter 📂 Article 📅 2010 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 990 KB

A numerical method for a nonlinear syste

A numerical method for a nonlinear system of integro-differential equations arising in thermoviscoelasticity

✍ M.I.M. Copetti 📂 Article 📅 2007 🏛 Elsevier Science 🌐 English ⚖ 286 KB

This paper deals with the numerical solution of nonlinear integro-differential equations modelling a one-dimensional quasi-static contact problem in thermoviscoelasticity. A finite element approximation is proposed and analysed and some numerical results are given.