Multidimensional linear and nonlinear partial integro-differential equation in Bessel potential spaces with applications in option pricing

Ševčovič, Daniel; Udeani, Cyril Izuchukwu

doi:10.48550/arxiv.2106.10498

2021

DOI: 10.48550/arxiv.2106.10498

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Multidimensional linear and nonlinear partial integro-differential equation in Bessel potential spaces with applications in option pricing

Daniel Ševčovič¹,

Cyril Izuchukwu Udeani²

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Multidimensional linear and nonlinear partial integro-differential equation in Bessel potential spaces with applications in option pricing

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