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Related papers: On non-uniqueness in the option valuation problem

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In this work we want to provide a general principle to evaluate the CVA (Credit Value Adjustment) for a vulnerable option, that is an option subject to some default event, concerning the solvability of the issuer. CVA is needed to evaluate…

Computational Finance · Quantitative Finance 2019-07-31 Elisa Alos , Fabio Antonelli , Alessandro Ramponi , Sergio Scarlatti

We consider the problem of finding a consistent upper price bound for exotic options whose payoff depends on the stock price at two different predetermined time points (e.g. Asian option), given a finite number of observed call prices for…

Mathematical Finance · Quantitative Finance 2021-07-21 Nicole Bäuerle , Daniel Schmithals

This paper is concerned with the initial boundary value problem for a nonconservative system of hyperbolic equation appearing in elastodynamics in the space time domain $x > 0, t > 0$. The number of boundary conditions to be prescribed at…

Analysis of PDEs · Mathematics 2024-08-19 Kayyunnapara Divya Joseph , P. A Dinesh

In a recent article entitled "A simple explanation of the quantum violation of a fundamental inequality," Cabello proposes a condition on a class of probabilistic models that, he claims, gives the same bound on contextuality for the KCBS…

Quantum Physics · Physics 2012-10-25 Joe Henson

As operators acting on the undetermined final settlement of a derivative security, expectation is linear but price is non-linear. When the market of underlying securities is incomplete, non-linearity emerges from the bid-offer around the…

Mathematical Finance · Quantitative Finance 2025-09-23 Paul McCloud

This paper deals with the initial-boundary value problem to a nonlocal semilinear pseudo-parabolic equation with conical degeneration, which has been studied in [Global well-posedness for a nonlocal semilinear pseudo-parabolic equation with…

Analysis of PDEs · Mathematics 2023-06-07 Jingbo Meng , Guangyu Xu

We provide a bound for the error committed when using a Fourier method to price European options when the underlying follows an exponential \levy dynamic. The price of the option is described by a partial integro-differential equation…

Pricing of Securities · Quantitative Finance 2015-12-01 Fabián Crocce , Juho Häppölä , Jonas Kiessling , Raúl Tempone

Assuming that price of the underlying stock is moving in range bound, the Black-Scholes formula for options pricing supports a separation of variables. The resulting time-independent equation is solved employing different behavior of the…

Pricing of Securities · Quantitative Finance 2013-07-24 Ovidiu Racorean

In this paper, with a fixed $p\in (1,+\infty)$ and a bounded domain $\Omega \subset \mathbb{R}^N$ whose boundary $\partial\Omega$ fulfills the $C^1$ regularity, we study a boundary value problem involving a nonlocal operator assigning to…

Analysis of PDEs · Mathematics 2020-04-15 Greta Marino , Dumitru Motreanu

In the paper, the contact - boundary value problem with non-classical conditions not requiring agreement conditions is considered for a pseudoparabolic equation. The equivalence of these conditions is substantiated in the case if the…

Analysis of PDEs · Mathematics 2012-12-27 Ilgar G. Mamedov

This paper is concerned with the Dirichlet initial-boundary value problem of a 2-D parabolic-elliptic system proposed to model the formation of biological transport networks. Even if global weak solutions for this system are known to exist,…

Analysis of PDEs · Mathematics 2025-03-18 Jose A. Carrillo , Bin Li , Li Xie

The standard problem for the classical heat equation posed in a bounded domain $\Omega$ of $\mathbb R^n$ is the initial and boundary value problem. If the Laplace operator is replaced by a version of the fractional Laplacian, the initial…

Analysis of PDEs · Mathematics 2020-08-06 Hardy Chan , David Gómez-Castro , Juan Luis Vázquez

This paper is devoted to the mathematical analysis of a thermomechanical model describing phase transitions in terms of the entropy and order structure balance law. We consider a macroscopic description of the phenomenon and make a…

Analysis of PDEs · Mathematics 2008-04-11 Elena Bonetti , Pierluigi Colli , Mauro Fabrizio , Gianni Gilardi

We consider initial boundary value problems for one-dimensional diffusion equation with time-fractional derivative of order $\alpha \in (0,1)$ which are subject to non-zero Neumann boundary conditions. We prove the uniqueness for an inverse…

Analysis of PDEs · Mathematics 2020-09-25 W. Rundell , M. Yamamoto

We consider the problem of finding model-independent bounds on the price of an Asian option, when the call prices at the maturity date of the option are known. Our methods differ from most approaches to model-independent pricing in that we…

Pricing of Securities · Quantitative Finance 2016-07-21 Alexander M. G. Cox , Sigrid Källblad

We study both divergence and non-divergence form parabolic and elliptic equations in the half space $\{x_d>0\}$ whose coefficients are the product of $x_d^\alpha$ and uniformly nondegenerate bounded measurable matrix-valued functions, where…

Analysis of PDEs · Mathematics 2020-07-10 Hongjie Dong , Tuoc Phan

We study the eigenvalue problem for a superlinear convolution operator in the special case of bilinear constitutive laws and establish the existence and uniqueness of a one-parameter family of nonlinear eigenfunctions under a topological…

Analysis of PDEs · Mathematics 2021-03-17 Michael Herrmann , Karsten Matthies

In this paper, we deal with the initial value problem for a class of fully nonlinear parabolic equations with a singular Dirichlet boundary condition in one space dimension. The interior equation includes, for example, a fully nonlinear…

Analysis of PDEs · Mathematics 2025-06-10 Takashi Kagaya

This paper studies an inverse boundary value problem for a semilinear Helmholtz equation with Neumann boundary conditions in a bounded domain $\Omega \subset \mathbb{R}^n$ ($n\ge2$). The objective is to recover the unknown linear and…

Numerical Analysis · Mathematics 2026-03-10 Long-Ling Du , Zejun Sun , Li-Li Wang , Guang-Hui Zheng

We present an approach for pricing European call options in presence of proportional transaction costs, when the stock price follows a general exponential L\'{e}vy process. The model is a generalization of the celebrated work of Davis,…

Mathematical Finance · Quantitative Finance 2021-06-18 Nicola Cantarutti , João Guerra , Manuel Guerra , Maria do Rosário Grossinho