@phdthesis{voltchkova:pastel-00001538, TITLE = {{Equations integro-differentielles d'{\'e}volution: m{\'e}thodes num{\'e}riques et applications en finance.}}, AUTHOR = {Voltchkova, Ekaterina}, URL = {https://pastel.hal.science/pastel-00001538}, SCHOOL = {{Ecole Polytechnique X}}, YEAR = {2005}, MONTH = Oct, KEYWORDS = {Integro-differential equations ; Viscosity solutions ; Option pricing ; exponential L{\'e}vy models ; Implicit-explicit finite difference schemes ; Equations int{\'e}gro-diff{\'e}rentielles ; Solutions de viscosit{\'e} ; Evaluation d'options ; mod{\`e}les de L{\'e}vy exponentiels ; Sch{\'e}mas implicites-explicites aux diff{\'e}rences finies}, TYPE = {Theses}, PDF = {https://pastel.hal.science/pastel-00001538/file/Voltchkova.pdf}, HAL_ID = {pastel-00001538}, HAL_VERSION = {v1}, }