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About this Economics, Econometrics and Finance article
Numerical solutions to an integro-differential parabolic problem arising in the pricing of financial options in a Levy market by Florescu, Ionuţ; Mariani, Maria Cristina; Sewell, Granville is a Economics, Econometrics and Finance article available to read on EtoBox.
It is typically read by researchers, students, and practitioners in Economics, Econometrics and Finance.
- Author
- Florescu, Ionuţ; Mariani, Maria Cristina; Sewell, Granville
- Publisher
- Taylor and Francis Group; Informa UK (Taylor & Francis); Taylor & Francis; Informa UK Limited (ISSN 1469-7688)
- Published
- 2014
- Language
- EN
- Field
- Economics, Econometrics and Finance (Social Sciences)
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