Martin Fencl | DeepAI

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Jan Pospíšil
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Vladimír Švígler
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Falko Baustian
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Julián López-Gómez
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research

∙ 04/30/2021

A note on a PDE approach to option pricing under xVA

In this paper we study partial differential equations (PDEs) that can be...

0 Falko Baustian, et al. ∙

research

∙ 05/20/2020

Nodal solutions of weighted indefinite problems

This paper analyzes the structure of the set of nodal solutions of a cla...

0 Martin Fencl, et al. ∙

research

∙ 05/19/2020

Global bifurcation diagrams of positive solutions for a class of 1-D superlinear indefinite problems

This paper analyzes the structure of the set of positive solutions of a ...

0 Martin Fencl, et al. ∙