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scientific article; zbMATH DE number 1088676
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scientific article; zbMATH DE number 1088676

    Statements

    author
    Loretta Mastroeni
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    Michele Matzeu
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    publication date
    2 June 1999
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    zbMATH Keywords
    American option pricing
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    integro-differential parabolic variational inequalities
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    Identifiers

    Mathematics Subject Classification ID
    49J40
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    45K05
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    91B24
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    zbMATH DE Number
    1088676
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