Solutions to a gradient-dependent integro-differential parabolic problem arising in the pricing of financial options in a Lévy market

✍ Scribed by Maria C. Mariani; Indranil SenGupta; Marc Salas

• Book ID: 113721358
• Publisher: Elsevier Science
• Year: 2012
• Tongue: English
• Weight: 206 KB
• Volume: 385
• Category: Article
• ISSN: 0022-247X
• DOI: 10.1016/j.jmaa.2011.06.029