scholarly journals A continuous dependence result for ultraparabolic equations in option pricing

2007 ◽  
Vol 336 (2) ◽  
pp. 1026-1041 ◽  
Author(s):  
Marco Di Francesco ◽  
Andrea Pascucci
Keyword(s):  
Option Pricing ◽  
Continuous Dependence ◽  
Ultraparabolic Equations ◽  
Dependence Result

scholarly journals A continuous dependence result for a nonstandard system of phase field equations

2013 ◽  
Vol 37 (9) ◽  
pp. 1318-1324 ◽  
Author(s):  
Pierluigi Colli ◽  
Gianni Gilardi ◽  
Pavel Krejčí ◽  
Jürgen Sprekels
Keyword(s):  
Phase Field ◽  
Continuous Dependence ◽  
Field Equations ◽  
Phase Field Equations ◽  
Dependence Result

On empirical likelihood option pricing

2017 ◽  
Vol 19 (5) ◽  
pp. 41-53
Author(s):  
Xiaolong Zhong ◽  
Jie Cao ◽  
Yong Jin ◽  
Wei Zheng
Keyword(s):  
Option Pricing ◽  
Empirical Likelihood
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