Integral equation methods are now becoming well‐established tools in the study of financial
models used in theory and practice. In this paper, we investigate the fully nonlinear weakly …

One of the significant methods for solving initial value problems and some integral equations
is the use of integral transforms which serve for converting them to algebraic equations that …

We use an integral equation formulation approach to value shout options, which are exotic
options giving an investor the ability to “shout” and lock in profits while retaining the right to …