The boundary value formulation of the Asian call option (Q4462366): Difference between revisions

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Latest revision as of 01:44, 20 March 2024

scientific article; zbMATH DE number 2064918
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English
The boundary value formulation of the Asian call option
scientific article; zbMATH DE number 2064918

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    The boundary value formulation of the Asian call option (English)
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    18 May 2004
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    convection-diffusion-type problem
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