Solutions to integro-differential parabolic problems arising in the pricing of financial options in a Lev́y market.
Florescu, Ionuţ ; Mariani, Maria Christina
Electronic Journal of Differential Equations (EJDE) [electronic only], Tome 2010 (2010), / Harvested from The Electronic Library of Mathematics
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Publié le : 2010-01-01
EUDML-ID : urn:eudml:doc:233200 
@article{05714028,
     title = {Solutions to integro-differential parabolic problems arising in the pricing of financial options in a Levy market.},
     journal = {Electronic Journal of Differential Equations (EJDE) [electronic only]},
     volume = {2010},
     year = {2010},
     zbl = {1191.35009},
     language = {en},
     url = {http://dml.mathdoc.fr/item/05714028}
}

Florescu, Ionuţ; Mariani, Maria Christina. Solutions to integro-differential parabolic problems arising in the pricing of financial options in a Lev́y market.. Electronic Journal of Differential Equations (EJDE) [electronic only], Tome 2010 (2010) . http://gdmltest.u-ga.fr/item/05714028/