Obstacle problem for arithmetic Asian options (Q1046556): Difference between revisions

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+SOME RESULTS ON PARTIAL DIFFERENTIAL EQUATIONS AND ASIAN OPTIONS
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+The obstacle problem for a class of hypoelliptic ultraparabolic equations
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+Optimal regularity in the obstacle problem for Kolmogorov operators related to American Asian options
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+Q4086525
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+A variational inequality approach to financial valuation of retirement benefits based on salary
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+Free boundary and optimal stopping problems for American Asian options
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+The value of an Asian option
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+Publication:1046556