<abstract xmlns="http://www.w3.org/1999/xhtml">

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

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

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

Laboratoire LAR2A, Department of Mathematics, Faculty of Sciences Tétouan

Department of Mathematics, Faculty of Sciences Tétouan

Moroccan Journal of Pure and Applied Analysis

This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International License.

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

Publié en ligne: 29 sept. 2023

Pages: 365 - 377

Reçu: 15 févr. 2023

Accepté: 19 juin 2023

DOI: https://doi.org/10.2478/mjpaa-2023-0025

Mots clés
Existence of weak solution, option pricing, CEV model with jumps, integro-differential parabolic equations

© 2023 Brahim Jarmouni et al., published by Sciendo

This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International License.

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

Publié en ligne: 29 sept. 2023

Pages: 365 - 377

Reçu: 15 févr. 2023

Accepté: 19 juin 2023

DOI: https://doi.org/10.2478/mjpaa-2023-0025

Mots clésExistence of weak solution, option pricing, CEV model with jumps, integro-differential parabolic equations

© 2023 Brahim Jarmouni et al., published by Sciendo

This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International License.

Mots clés
Existence of weak solution, option pricing, CEV model with jumps, integro-differential parabolic equations