Partial differential equations -- Elements of the theory of the Stochastic processes -- Partial differential equation … in the consumer theory -- Partial differential equations in the producer theory -- Partial differential equations and … pricing of the financial -- Derivatives -- A theory of boundedly rational behavior -- Partial differential equations in game …

, the development of a IFFT-based pricing algorithm, and a detailed analysis of different jump-diffusion short-rate models. …, the development of a IFFT-based pricing algorithm, and a detailed analysis of different jump-diffusion short-rate models …