Items where Author is "Alziary Chassat, Bénédicte"

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Number of items: 8.

Alziary Chassat, Bénédicte and Takac, Peter (2018) Analytic solutions and complete markets for the Heston model with stochastic volatility. Electronic Journal of Differential Equations, 168. pp. 1-54.

Alziary Chassat, Bénédicte and Fleckinger, Jacqueline (2018) Semi-linear cooperative elliptic systems involving Schrödinger operators: Groundstate positivity or negativity. Rostocker Mathematisches Kolloquium, 71. pp. 41-56.

Alziary Chassat, Bénédicte and Fleckinger, Jacqueline (2018) Sign of the solution to a non-cooperative system. Rostocker Mathematisches Kolloquium, 71. pp. 3-13.

Alziary Chassat, Bénédicte and Takac, Peter (2017) On the Heston Model with Stochastic Volatility: Analytic Solutions and Complete Markets. TSE Working Paper, n. 17-796, Toulouse

Alziary Chassat, Bénédicte and Fleckinger, Jacqueline (2017) Blow up of the solutions to a linear elliptic system involving schrödinger operators. Monografıas de la Real Academia de Ciencias de Zaragoza.

Alziary Chassat, Bénédicte and Takac, Peter (2012) Option Pricing for Stocks with Dividends: An Analytic Approach by PDEs. Monografıas de la Real Academia de Ciencias de Zaragoza (n° 38). pp. 125-136.

Alziary Chassat, Bénédicte, Fleckinger, Jacqueline, Lécureux, Marie-Hélène and Wei, Na (2012) Positivity and negativity of solutions to nxn weighted systems involving the Laplace operator defined on Rn, n>=3. Electronic Journal of Differential Equations, 101. pp. 1-14.

Alziary Chassat, Bénédicte, Décamps, Jean-Paul and Koehl, Pierre-François (1997) A P.D.E. approach to Asian options: analytical and numerical evidence. Journal of Banking and Finance, 21 (5). pp. 613-640.

This list was generated on Tue Mar 26 00:08:07 2019 CET.