<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

Data publikacji: 29 wrz 2023

Zakres stron: 365 - 377

Otrzymano: 15 lut 2023

Przyjęty: 19 cze 2023

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

Słowa kluczowe
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

Data publikacji: 29 wrz 2023

Zakres stron: 365 - 377

Otrzymano: 15 lut 2023

Przyjęty: 19 cze 2023

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

Słowa kluczoweExistence 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.

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