Viscosity Solutions of Integro-Differential Equations and...

Journal of Optimization Theory and Applications 2014 / 04 Vol. 161; Iss. 1

Viscosity Solutions of Integro-Differential Equations and Passport Options in a Jump-Diffusion Model

Wang, Yang, Bian, Baojun, Zhang, Jizhou
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Volume:
161
Language:
english
Journal:
Journal of Optimization Theory and Applications
DOI:
10.1007/s10957-013-0382-9
Date:
April, 2014
File:
PDF, 724 KB
english, 2014
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