10 citations · 10 across the 2 of their papers we have counts for
2 papers
math.AP2015★ 10 cited
A system of non-local parabolic PDE and application to option pricing
Anindya Goswami, Jeeten Patel, Poorva Shevgaonkar
This paper includes a proof of well-posedness of an initial-boundary value problem involving a system of degenerate non-local parabolic PDE which naturally arises in the study of d…
q-fin.MF2014
The optimal hedging in a semi-Markov modulated market
Anindya Goswami, Jeeten Patel, Poorva Sevgaonkar
This paper includes an original self contained proof of well-posedness of an initial-boundary value problem involving a non-local parabolic PDE which naturally arises in the study…