

Author: Babilua P. Bokuchava I. Dochviri B. Shashiashvili M.
Publisher: Taylor & Francis Ltd
ISSN: 1744-2508
Source: Stochastics: An International Journal of Probability and Stochastic Processes, Vol.79, Iss.1-2, 2007-02, pp. : 5-25
Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.
Abstract
Related content


Spikes and diffusion waves in a one-dimensional model of chemotaxis
By Karch Grzegorz Suzuki Kanako
Nonlinearity, Vol. 23, Iss. 12, 2010-12 ,pp. :


The one-dimensional Keller–Segel model with fractional diffusion of cells
By Bournaveas Nikolaos Calvez Vincent
Nonlinearity, Vol. 23, Iss. 4, 2010-04 ,pp. :


Optimal exercise boundary for an American put option
By Kuske Rachel A. Keller Joseph B.
Applied Mathematical Finance, Vol. 5, Iss. 2, 1998-06 ,pp. :




Multigrid for American option pricing with stochastic volatility
Applied Mathematical Finance, Vol. 6, Iss. 3, 1999-09 ,pp. :