The Heston stochastic volatility model has a boundary trace at zero volatility von Alziary, Bénédicte, Takáč, Peter

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Monotone methods in counterparty risk models with nonlinear Black–Scholes-type equations von Alziary, Bénédicte, Takáč, Peter

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Analytic solutions and complete markets for the Heston model with stochastic volatility von Benedicte Alziary, Peter Takac

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On the Heston Model with Stochastic Volatility: Analytic Solutions and Complete Markets von Alziary, Bénédicte, Takáč, Peter

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Semi-linear cooperative elliptic systems involving Schrödinger operators: Groundstate positivity or negativity von Alziary, Bénédicte, Fleckinger, Jacqueline

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Semi-linear cooperative elliptic systems involving Schrödinger operators: Groundstate positivity or negativity von Alziary, Bénédicte, Fleckinger, Jacqueline

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Sign of the solution to a non-cooperative system von Alziary, Bénédicte, Fleckinger, Jacqueline

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Intrinsic ultracontractivity of a Schrödinger semigroup in R N von Alziary, Bénédicte, Takáč, Peter

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Intrinsic ultracontractivity of a Schrödinger semigroup in RN von Alziary, Bénédicte, Takáč, Peter

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Positivity and negativity of solutions to n x n weighted systems involving the laplace operator on RN von Alziary, Bénédicte, Fleckinger, Jacqueline, Lecureux, Marie-Hélène, Wei, Na

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Monotone methods in counterparty risk models with non-linear Black-Scholes-type equations von Alziary, Bénédicte, Takáč, Peter

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Ground-state positivity, negativity, and compactness for a Schrödinger operator in R N von Alziary, Bénédicte, Fleckinger-Pellé, Jacqueline, Takáč, Peter

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The Heston stochastic volatility model has a boundary trace at zero volatility von Alziary, Bénédicte, Takáč, Peter

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Sign of the solution to a non-cooperative system von Alziary, Bénédicte, Fleckinger, Jacqueline

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Semi-linear cooperative elliptic systems involving Schr{\"o}dinger operators: Groundstate positivity or negativity von Alziary, Bénédicte, Fleckinger, Jacqueline

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Monotone methods in counterparty risk models with non-linear Black-Scholes-type equations von Alziary, Bénédicte, Takáč, Peter

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Ground-state positivity, negativity, and compactness for a Schrödinger operator in RN von Alziary, Bénédicte, Fleckinger, Jacqueline, Takáč, Peter

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On the Heston Model with Stochastic Volatility: Analytic Solutions and Complete Markets von Alziary, Bénédicte, Takáč, Peter

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Compactness for a Schrödinger operator in the ground-state space over over RN von Alziary, Bénédicte, Takáč, Peter

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A P.D.E. approach to Asian options: analytical and numerical evidence von Alziary, Bénédicte, Décamps, Jean-Paul, Koehl, Pierre-François

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