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General Solution of Generalized (2+1)–Dimensional Kadomtsev-Petviashvili (KP) Equation by Using the –Expansion Method
(G,/G)-Expansion Method Generalized Kadomtsev-Petviashvili (KP) Equation Hyperbolic Function Solutions Trigonometric Function Solutions
2013/1/30
In this work, the (G,/G)- --expansion method is proposed for constructing more general exact solutions of the (2 + 1)--dimensional Kadomtsev-Petviashvili (KP) equation and its generalized forms. Our w...
Basket Options Valuation for a Local Volatility Jump-Diffusion Model with the Asymptotic Expansion Method
Basket options pricing local volatility jump-diffusionmodel forward PIDE asymp-totic expansion
2010/4/27
In this paper we discuss the basket options valuation for a jump-diffusion model. The underlying asset prices follow some correlated local volatility diffusion processes with systematic jumps. We deri...
