SOME RESULTS ON PARTIAL DIFFERENTIAL EQUATIONS AND ASIAN OPTIONS (Q4798871): Difference between revisions

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-Emilio Basrucci
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-Normal rank
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+Emilio Basrucci
@@ Property / author: Emilio Basrucci / rank @@
+Normal rank
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+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
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+CONVERGENCE OF NUMERICAL SCHEMES FOR PARABOLIC EQUATIONS ARISING IN FINANCE THEORY
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@@ Property / cites work @@
+BESSEL PROCESSES, ASIAN OPTIONS, AND PERPETUITIES
@@ Property / cites work: BESSEL PROCESSES, ASIAN OPTIONS, AND PERPETUITIES / rank @@
+Normal rank
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+Hypoelliptic second order differential equations
@@ Property / cites work: Hypoelliptic second order differential equations / rank @@
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+Zur Theorie der stetigen zufälligen Prozesse
@@ Property / cites work: Zur Theorie der stetigen zufälligen Prozesse / rank @@
+Normal rank
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+A finite difference method for a boundary value problem related to the Kolmogorov equation
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@@ Property / cites work @@
+The value of an Asian option
@@ Property / cites work: The value of an Asian option / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:4798871