1. Alvarez, O., Tourin, A.: Viscosity solutions of nonlinear integro-differential equations. Ann. Inst. Henri Poincaré Anal. Non Linéaire 13(3), 293–317 (1996)
2. Amadori, A.L.: The obstacle problem for nonlinear integro-differential operators arising in option pricing. Quaderno IAC Q21-000 (2000)
3. Amadori, A.L.: Nonlinear integro-differential evolution problems arising in option pricing: a viscosity solutions approach. Differ. Integr. Equ. 16(7), 787–811 (2003)
4. Bardi, M., Capuzzo-Dolcetta, I.: Optimal control and viscosity solutions of Hamilton-Jacobi-Bellman equations. In: Systems & Control: Foundations & Applications. Birkhäuser Boston, Cambridge (1997)
5. Barles, G., Buckdahn, R., Pardoux, E.: Backward stochastic differential equations and integral-partial differential equations. Stoch. Stoch. Rep. 60(1–2), 57–83 (1997)