Singular risk-neutral valuation equations (Q1761441): Difference between revisions
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Revision as of 05:35, 5 March 2024
scientific article
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English | Singular risk-neutral valuation equations |
scientific article |
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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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