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"Viscosity Solutions of Integro-Differential Equations and Passport Options ..."

Yang Wang, Baojun Bian, Jizhou Zhang (2014)

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DOI: 10.1007/S10957-013-0382-9

access: closed

type: Journal Article

metadata version: 2020-04-07

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Yang Wang, Baojun Bian, Jizhou Zhang:
Viscosity Solutions of Integro-Differential Equations and Passport Options in a Jump-Diffusion Model. J. Optim. Theory Appl. 161(1): 122-144 (2014)

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