✦ LIBER ✦

ON PROPERTIES OF ANALYTICALLY SOLVABLE FAMILIES OF LOCAL VOLATILITY DIFFUSION MODELS

✍ Scribed by Giuseppe Campolieti; Roman N. Makarov

Book ID: 115226873
Publisher: John Wiley and Sons
Year: 2012
Tongue: English
Weight: 946 KB
Volume: 22
Category: Article
ISSN: 0960-1627
DOI: 10.1111/j.1467-9965.2012.00521.x

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Local analytic models for families of hy

Local analytic models for families of hyperbolic vector fields

✍ Patrick Bonckaert; Koen Neirynck 📂 Article 📅 2005 🏛 SP Birkhäuser Verlag Basel 🌐 English ⚖ 233 KB

On the short-time behavior of the implie

On the short-time behavior of the implied volatility for jump-diffusion models with stochastic volatility

✍ Elisa Alòs; Jorge A. León; Josep Vives 📂 Article 📅 2007 🏛 Springer-Verlag 🌐 English ⚖ 449 KB

On a class of exactly solvable models of

On a class of exactly solvable models of autowaves in active media with diffusion

✍ V. M. Zhuravlev 📂 Article 📅 1997 🏛 SP MAIK Nauka/Interperiodica 🌐 English ⚖ 104 KB

On local properties of non-Archimedean a

On local properties of non-Archimedean analytic spaces

✍ M. Temkin 📂 Article 📅 2000 🏛 Springer 🌐 English ⚖ 223 KB

On the Unique Solvability of a Nonlinear

On the Unique Solvability of a Nonlinear Reaction-Diffusion Model with Convection

✍ Jeffrey R. Anderson 📂 Article 📅 2001 🏛 Elsevier Science 🌐 English ⚖ 171 KB

Nonnegative solutions of a general reaction-diffusion model with convection are known to be unique if the reaction, convection, and diffusion terms are all Lipschitz continuous with respect to their dependence on the solution variable. However, it is also known that such a Lipschitz condition is not

Arithmetical Properties of One-Dimension

Arithmetical Properties of One-Dimensional, Analytically Ramified Local Domains

✍ Wolfgang Hassler 📂 Article 📅 2002 🏛 Elsevier Science 🌐 English ⚖ 144 KB