Article
Alziary, Bénédicte and Takáč, Peter
(2018)
Analytic solutions and complete markets for the Heston model with stochastic volatility.
Electronic Journal of Differential Equations, vol. 168.
pp. 1-54.
Alziary, Bénédicte and Fleckinger, Jacqueline
(2018)
Blow up of the solutions to a linear elliptic system involving schrödinger operators.
Fourteenth International Conference Zaragoza-Pau on Mathematics and its Applications (n° 41).
Alziary, 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, Bénédicte and Fleckinger, Jacqueline
(2018)
Sign of the solution to a non-cooperative system.
Rostocker Mathematisches Kolloquium, 71.
pp. 3-13.
Alziary, Bénédicte and Takáč, 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, 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, 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.
Monograph
Alziary, Bénédicte and Fleckinger, Jacqueline
(2017)
Blow up of the solutions to a linear elliptic system involving schrödinger operators.
TSE Working Paper, n. 17-797, Toulouse
Alziary, Bénédicte and Takáč, Peter
(2017)
On the Heston Model with Stochastic Volatility: Analytic Solutions and Complete Markets.
TSE Working Paper, n. 17-796, Toulouse