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

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

Moroccan Journal of Pure and Applied Analysis
Volume 9 (2023): Issue 3 (September 2023)
By: Brahim Jarmouni and  Hassane Hjiaj  
Open Access
|Sep 2023

Authors

Brahim Jarmouni

b.jarmouni@uae.ac.ma

Laboratoire LAR2A, Department of Mathematics, Faculty of Sciences Tétouan, University Abdelmalek Essaadi, Tétouan, Morocco

Hassane Hjiaj

hjiajhassane@yahoo.fr

Department of Mathematics, Faculty of Sciences Tétouan, University Abdelmalek Essaadi, Tétouan, Morocco
DOI: https://doi.org/10.2478/mjpaa-2023-0025 | Journal eISSN: 2351-8227
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Language: English
Page range: 365 - 377
Submitted on: Feb 15, 2023
Accepted on: Jun 19, 2023
Published on: Sep 29, 2023
Published by: Sciendo
In partnership with: Paradigm Publishing Services
Publication frequency: 3 issues per year
Keywords:
Existence of weak solution,
option pricing,
CEV model with jumps,
integro-differential parabolic equations
Related subjects:
Mathematics,
Analysis,
Differential equations and dynamical systems,
Probability and statistics,
Numerical and computational mathematics

© 2023 Brahim Jarmouni, Hassane Hjiaj, published by Sciendo
This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 License.

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