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20072026
most citedAn iterative algorithm for evaluating approximations to the optimal exercise boundary for a nonlinear Black-Scholes equation

17 citations · 94 across the 49 of their papers we have counts for

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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…