Cruz, José M. T. S.; Ševčovič, Daniel On solutions of a partial integro-differential equation in Bessel potential spaces with applications in option pricing models. (English) Zbl 1474.45064 Japan J. Ind. Appl. Math. 37, No. 3, 697-721 (2020). MSC: 45K05 45R05 60G65 91G20 PDFBibTeX XMLCite \textit{J. M. T. S. Cruz} and \textit{D. Ševčovič}, Japan J. Ind. Appl. Math. 37, No. 3, 697--721 (2020; Zbl 1474.45064) Full Text: DOI arXiv
Cruz, José M. T. S.; Ševčovic, Daniel Option pricing in illiquid markets with jumps. (English) Zbl 1411.91619 Appl. Math. Finance 25, No. 4, 389-409 (2018). MSC: 91G60 65M06 91G20 60J75 PDFBibTeX XMLCite \textit{J. M. T. S. Cruz} and \textit{D. Ševčovic}, Appl. Math. Finance 25, No. 4, 389--409 (2018; Zbl 1411.91619) Full Text: DOI arXiv