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Foreword
Florescu, Ionut
;
Mariani, Maria C.
;
Stanley, H. Eugene
; …
- In:
Quantitative Finance
12
(
2012
)
4
,
pp. 515-515
Persistent link: https://www.econbiz.de/10010606810
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Numerical solutions to an integro-differential parabolic problem arising in the pricing of financial options in a Levy market
Florescu, Ionuţ
;
Mariani, Maria Cristina
;
Sewell, Granville
- In:
Quantitative Finance
14
(
2011
)
8
,
pp. 1445-1452
We study the numerical solutions for an integro-differential parabolic problem modeling a process with jumps and stochastic volatility in financial mathematics. We present two general algorithms to calculate numerical solutions. The algorithms are implemented in PDE2D, a general-purpose, partial...
Persistent link: https://www.econbiz.de/10010825969
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