activity
20092019
most citedOn stochastic Langevin and Fokker-Planck equations: the two-dimensional case

2 citations · 2 across the 4 of their papers we have counts for

collaborators
Showing math.APShow all

1 paper · 1 filter

math.AP2009

Obstacle problem for Arithmetic Asian options

Laura Monti, Andrea Pascucci

We prove existence, regularity and a Feynman-Kač representation formula of the strong solution to the free boundary problem arising in the financial problem of the pricing of the A…