-
1دورية أكاديميةAn existence result for two-dimensional parabolic integro-differential equations involving CEV model
المؤلفون: Jarmouni Brahim, Hjiaj Hassane
المصدر: Moroccan Journal of Pure and Applied Analysis, Vol 9, Iss 3, Pp 365-377 (2023)
مصطلحات موضوعية: existence of weak solution, option pricing, cev model with jumps, integro-differential parabolic equations, 60h15, 60j74, 47g20, Mathematics, QA1-939
وصف الملف: electronic resource
Relation: https://doaj.org/toc/2351-8227