Partial Differential Equations for Option Pricing: Based on the Lecture notes of Yves Achdou and Olivier Pironneau

SSRN Electronic Journal ◽

10.2139/ssrn.2837542 ◽

2017 ◽

Author(s):

Silke Prohl

Keyword(s):

Partial Differential Equations ◽

Differential Equations ◽

Option Pricing ◽

Partial Differential ◽

Lecture Notes

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Option pricing and partial diﬀerential equations

Introduction to Stochastic Calculus Applied to Finance ◽

10.1201/9781420009941-8 ◽

2011 ◽

pp. 124-149

Keyword(s):

Partial Differential Equations ◽

Differential Equations ◽

Option Pricing ◽

Partial Differential

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Finite Element Methods for Partial Differential Equations for Option Pricing

SSRN Electronic Journal ◽

10.2139/ssrn.3312203 ◽

2019 ◽

Author(s):

Silke Prohl

Keyword(s):

Finite Element ◽

Partial Differential Equations ◽

Differential Equations ◽

Option Pricing ◽

Finite Element Methods ◽

Partial Differential

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Lecture Notes on Mixed Type Partial Differential Equations

Lecture Notes on Mixed Type Partial Differential Equations ◽

10.1142/9789814343077_0001 ◽

1990 ◽

pp. 1-138 ◽

Cited By ~ 2

Keyword(s):

Partial Differential Equations ◽

Differential Equations ◽

Mixed Type ◽

Partial Differential ◽

Lecture Notes

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Review of nonlinear partial differential equations in engineering and applied science, lecture notes in pure and applied mathematics

Computers & Mathematics with Applications ◽

10.1016/0898-1221(86)90187-2 ◽

1986 ◽

Vol 12 (4-5) ◽

pp. 631-632

Author(s):

Kevin P. Meade

Keyword(s):

Partial Differential Equations ◽

Differential Equations ◽

Applied Mathematics ◽

Nonlinear Partial Differential Equations ◽

Applied Science ◽

Partial Differential ◽

Lecture Notes

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Pavel, N. II., Nonlinear Evolution Operators and Semigroups. Applications to Partial Differential Equations. Berlin etc., Springer-Verlag 1987. VI, 285 pp., DM 42,50. ISBN 3-540-17974-7 (Lecture Notes in Mathematics 1260)

ZAMM ‐ Journal of Applied Mathematics and Mechanics / Zeitschrift für Angewandte Mathematik und Mechanik ◽

10.1002/zamm.19900700115 ◽

1990 ◽

Vol 70 (1) ◽

pp. 48-48

Author(s):

M. Tasche

Keyword(s):

Partial Differential Equations ◽

Differential Equations ◽

Nonlinear Evolution ◽

Evolution Operators ◽

Partial Differential ◽

Lecture Notes

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Lecture Notes on Mixed Type Partial Differential Equations

10.1142/1136 ◽

1990 ◽

Cited By ~ 23

Author(s):

John M Rassias

Keyword(s):

Partial Differential Equations ◽

Differential Equations ◽

Mixed Type ◽

Partial Differential ◽

Lecture Notes

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Lecture Notes on Geometrical Aspects of Partial Differential Equations

10.1142/1475 ◽

1992 ◽

Cited By ~ 47

Author(s):

V V Zharinov

Keyword(s):

Partial Differential Equations ◽

Differential Equations ◽

Partial Differential ◽

Lecture Notes

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Everitt, W.N./Sleemann, B. D. (eds.), Ordinary and Partial Differential Equations. Proceedings, Dundee, Scotland 1982. Berlin-Heidelberg-New York, Springer-Verlag 1982. XVIII, 726 S. DM 76,—. US $ 30.40. ISBN 3-540-11968-X (Lecture Notes in Mathematics 964)

ZAMM ‐ Journal of Applied Mathematics and Mechanics / Zeitschrift für Angewandte Mathematik und Mechanik ◽

10.1002/zamm.19840641105 ◽

1984 ◽

Vol 64 (11) ◽

pp. 462-462

Author(s):

K. R. Schneider

Keyword(s):

New York ◽

Partial Differential Equations ◽

Differential Equations ◽

Partial Differential ◽

Lecture Notes

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Lattice Boltzmann methods for solving partial differential equations of exotic option pricing

Frontiers of Mathematics in China ◽

10.1007/s11464-015-0500-0 ◽

2015 ◽

Vol 11 (1) ◽

pp. 237-254 ◽

Cited By ~ 2

Author(s):

Zhiqiang Zhou ◽

Jingtang Ma

Keyword(s):

Partial Differential Equations ◽

Differential Equations ◽

Option Pricing ◽

Lattice Boltzmann ◽

Partial Differential ◽

Lattice Boltzmann Methods ◽

Exotic Option ◽

Exotic Option Pricing

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Option Pricing by Partial Differential Equations

Series in Quantitative Finance - An Introduction to Computational Finance ◽

10.1142/9781848161948_0006 ◽

2008 ◽

pp. 195-262

Keyword(s):

Partial Differential Equations ◽

Differential Equations ◽

Option Pricing ◽

Partial Differential

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