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

Yang Wang, Baojun Bian, Jizhou Zhang (2014)

> Home

Details and statistics

DOI: 10.1007/S10957-013-0382-9

access: closed

type: Journal Article

metadata version: 2020-04-07

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - journals/jota/WangBZ14
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/jota/WangBZ14
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)

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.