Pseudodifferential equations in finance-Reference-Cited by-同舟云学术

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Pseudodifferential equations in finance

Published:2019 Issue: Volume: Page:
ISSN:0094-243X
Container-title:RENEWABLE ENERGY SOURCES AND TECHNOLOGIES
language:
Short-container-title:

Author:

Agliardi Rossella

Publisher

AIP Publishing

Link

http://aip.scitation.org/doi/pdf/10.1063/1.5127463

Reference18 articles.

1. Option pricing under some Lévy-like stochastic processes

2. A comprehensive mathematical approach to exotic option pricing

3. Infinite divisibility of the hyperbolic and generalized inverse Gaussian distributions

4. Feller processes of normal inverse Gaussian type

5. S. I. Boyarchenko and S. Z. Levendorskĭ, Non-Gaussian Merton-Black-Scholes theory, World Scientific Singapore, 2002

Cited by 1 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. An application of Markov chains in stock price prediction and risk portfolio optimization;SEVENTH INTERNATIONAL CONFERENCE ON NEW TRENDS IN THE APPLICATIONS OF DIFFERENTIAL EQUATIONS IN SCIENCES (NTADES 2020);2021

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