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Latest revision as of 15:28, 5 March 2024

scientific article; zbMATH DE number 1069620
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scientific article; zbMATH DE number 1069620

    Statements

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    12 October 1998
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    viscosity solutions
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    nonlinear parabolic equations
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    monotone schemes
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    nonlinear degenerate elliptic equations
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    American options
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    lookback options
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    Asian options
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    weak solutions
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    splitting methods
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    convergence
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    Identifiers

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