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20192022
most citedLinear and Nonlinear Partial Integro-Differential Equations arising from Finance

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math.AP2020

On solutions of a partial integro-differential equation in Bessel potential spaces with applications in option pricing models

Jose Cruz, Daniel Sevcovic

In this paper we focus on qualitative properties of solutions to a nonlocal nonlinear partial integro-differential equation (PIDE). Using the theory of abstract semilinear paraboli…