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"Existence and Uniqueness of Viscosity Solutions of an Integro-differential ..."

Hitoshi Ishii, Alexandre F. Roch (2021)

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DOI: 10.1137/20M1341441

access: closed

type: Journal Article

metadata version: 2023-08-28

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Hitoshi Ishii, Alexandre F. Roch:
Existence and Uniqueness of Viscosity Solutions of an Integro-differential Equation Arising in Option Pricing. SIAM J. Financial Math. 12(2): 604-640 (2021)

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