1 citations · 1 across the 3 of their papers we have counts for
Showing q-fin.MFShow all
2 papers · 1 filter
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…
q-fin.MF2019
Option Pricing in Illiquid Markets with Jumps
Jose Cruz, Daniel Sevcovic
The classical linear Black--Scholes model for pricing derivative securities is a popular model in financial industry. It relies on several restrictive assumptions such as completen…