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20132022
most citedAnalytical and numerical results for American style of perpetual put options through transformation into nonlinear stationary Black-Scholes equations

1 citations · 3 across the 4 of their papers we have counts for

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q-fin.MF2022★ 1 cited

Linear and Nonlinear Partial Integro-Differential Equations arising from Finance

Jose Cruz, Maria Grossinho, Daniel Sevcovic +1

The purpose of this review paper is to present our recent results on nonlinear and nonlocal mathematical models arising from modern financial mathematics. It is based on our four p…