SOME RESULTS ON PARTIAL DIFFERENTIAL EQUATIONS AND ASIAN OPTIONS (Q4798871): Difference between revisions
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| Property / cites work: CONVERGENCE OF NUMERICAL SCHEMES FOR PARABOLIC EQUATIONS ARISING IN FINANCE THEORY / rank | |||
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| Property / cites work: BESSEL PROCESSES, ASIAN OPTIONS, AND PERPETUITIES / rank | |||
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| Property / cites work: Hypoelliptic second order differential equations / rank | |||
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| Property / cites work: Zur Theorie der stetigen zufälligen Prozesse / rank | |||
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| Property / cites work: A finite difference method for a boundary value problem related to the Kolmogorov equation / rank | |||
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| Property / cites work: The value of an Asian option / rank | |||
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Latest revision as of 12:51, 5 June 2024
scientific article; zbMATH DE number 1882783
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | SOME RESULTS ON PARTIAL DIFFERENTIAL EQUATIONS AND ASIAN OPTIONS |
scientific article; zbMATH DE number 1882783 |
Statements
SOME RESULTS ON PARTIAL DIFFERENTIAL EQUATIONS AND ASIAN OPTIONS (English)
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16 March 2003
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ultraparabolic partial differential equations
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hypoelliptic equations
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finite difference methods
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continguent claims valuation
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