2012
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.
Giacomoni, Jacques, Schindler, Ian and Takáč, Peter
(2012)
Singular quasilinear elliptic equations and Hölder regularity.
Comptes rendus. Mathématique (7-8).
pp. 383-388.
2015
Giacomoni, Jacques, Schindler, Ian
and Takáč, Peter
(2015)
Singular quasilinear elliptic systems and H\"older regularity.
Differential and Integral Equations. An International Journal for Theory & Applications, vol. 20 (n° 3/4).
pp. 259-298.
2017
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
2018
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.