SOME RESULTS ON PARTIAL DIFFERENTIAL EQUATIONS AND ASIAN OPTIONS (Q4798871): Difference between revisions
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Property / cites work: CONVERGENCE OF NUMERICAL SCHEMES FOR PARABOLIC EQUATIONS ARISING IN FINANCE THEORY / rank | |||
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Property / cites work: BESSEL PROCESSES, ASIAN OPTIONS, AND PERPETUITIES / rank | |||
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Latest revision as of 13:51, 5 June 2024
scientific article; zbMATH DE number 1882783
Language | Label | Description | Also known as |
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English | SOME RESULTS ON PARTIAL DIFFERENTIAL EQUATIONS AND ASIAN OPTIONS |
scientific article; zbMATH DE number 1882783 |
Statements
SOME RESULTS ON PARTIAL DIFFERENTIAL EQUATIONS AND ASIAN OPTIONS (English)
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16 March 2003
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ultraparabolic partial differential equations
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hypoelliptic equations
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finite difference methods
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continguent claims valuation
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