Singular risk-neutral valuation equations (Q1761441): Difference between revisions

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Latest revision as of 21:51, 5 July 2024

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Singular risk-neutral valuation equations
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    Singular risk-neutral valuation equations (English)
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    15 November 2012
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    degenerate integro-differential equations
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    viscosity solutions
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    Asian options
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    stochastic volatility
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    jump-diffusion
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