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Search: subject:"partial integrodifferential equation"
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partial integrodifferential equation
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The journal of computational finance
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ECONIS (ZBW)
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Stability and convergence of Galerkin schemes for parabolic equations with application to Kolmogorov pricing equations in time-inhomogeneous Lévy models
Gaß, Maximillian
;
Glau, Kathrin
- In:
The journal of computational finance
25
(
2022
)
4
,
pp. 79-105
Persistent link: https://www.econbiz.de/10014546290
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2
A novel
partial
integrodifferential
equation
-based framework for pricing interest rate derivatives under jump-extended short-rate models
Coonjobeharry, Radha Krishn
;
Tangman, Désiré Yannick
; …
- In:
The journal of computational finance
18
(
2014/2015
)
4
,
pp. 129-161
Persistent link: https://www.econbiz.de/10011441273
Saved in:
3
Numerical methods for the quadratic hedging problem in Markov models with jumps
De Franco, Carmine
;
Tankov, Peter
;
Warin, Xavier
- In:
The journal of computational finance
19
(
2015/2016
)
2
,
pp. 29-67
Persistent link: https://www.econbiz.de/10011442638
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