Items where Author is "Alziary Chassat, Bénédicte"

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Jump to: 1997 | 2012 | 2017 | 2018
Number of items: 8.

1997

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.

2012

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.

2017

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.

2018

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.

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