# Elements of calculus of pseudodifferential operators

## Author Info

Listed author(s):
• Svetlana I. Boyarchenko

(University of Texas at Austin, USA)

• Sergei Z. Levendorskiĭ

(Rostov State University of Economics, Russia)

## Abstract

AbstractThe following sections are included:Basics of the theory of PDO with symbols of the class $S^{m}_{1,0}(R^{n} \times R^{n})$Asymptotic summation and the composition theoremParametrix and approximate square rootBoundedness theoremThe inverse operator and the square rootOperators depending on parametersOperators with symbols holomorphic in a tube domainProofs of auxiliary technical resultsChange of variables and pricing of multi-asset contractsPricing of barrier options under Lévy-like Feller processes

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## Bibliographic Info

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 This chapter was published in: Svetlana I Boyarchenko & Sergei Z Levendorskii, 2002. "Non-Gaussian Merton-Black-Scholes Theory," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 4955, June. This item is provided by World Scientific Publishing Co. Pte. Ltd. in its series World Scientific Book Chapters with number 9789812777485_0016. Handle: RePEc:wsi:wschap:9789812777485_0016 Contact details of provider: Web page: http://www.worldscientific.com/page/worldscibooks Order Information: Email:

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