Open Access Open Access  Restricted Access Subscription or Fee Access

An existence result for parabolic integro-differential equations involving CEV model

Brahim Jarmouni, Mohammed Kbiri Alaoui, Ali Souissi

Abstract


In this paper, we present an existence result of weak solutions for some parabolic equations involving the so called CEV model with jumps.

Keywords


Option pricing, CEV model, model with jumps, integro-differential degenerate parabolic equations.

Full Text:

PDF

Refbacks

  • There are currently no refbacks.


Disclaimer/Regarding indexing issue:

We have provided the online access of all issues and papers to the indexing agencies (as given on journal web site). It’s depend on indexing agencies when, how and what manner they can index or not. Hence, we like to inform that on the basis of earlier indexing, we can’t predict the today or future indexing policy of third party (i.e. indexing agencies) as they have right to discontinue any journal at any time without prior information to the journal. So, please neither sends any question nor expects any answer from us on the behalf of third party i.e. indexing agencies.Hence, we will not issue any certificate or letter for indexing issue. Our role is just to provide the online access to them. So we do properly this and one can visit indexing agencies website to get the authentic information.