3 citations · 3 across the 2 of their papers we have counts for
3 papers
math.AP2017★ 3 cited
On the Heston Model with Stochastic Volatility: Analytic Solutions and Complete Markets
Bénédicte Alziary, Peter Takáč
We study the Heston model for pricing European options on stocks with stochastic volatility. This is a Black\--Scholes\--type equation whose spatial domain for the logarithmic stoc…
math.AP2017
A p(x)-version of Diaz-Saa Inequality and some applications
Jacques Giacomoni, Peter Takáč
The main result of this work is a new extension of the well known inequality by Diaz and Saa which, in our case, involves an anisotropic operator, such as the p(x)-Laplacian. Our p…
math.AP2016
Convergence to traveling waves in the Fisher-Kolmogorov equation with a non-Lipschitzian reaction term
Pavel Drábek, Peter Takáč
We consider the semi linear Fisher-Kolmogorov-Petrovski-Piscounov equation for the advance of an advantageous gene in biology. Its non-smooth reaction function allows for th…