Dupire-like identities for complex options (Q869454)

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Dupire-like identities for complex options
scientific article

    Statements

    title
    Dupire-like identities for complex options (English)
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    author
    Olivier Pironneau
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    publication date
    2 March 2007
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    Identifiers

    Mathematics Subject Classification ID
    91G20
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    91G60
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    60H30
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    60H15
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    65M60
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    zbMATH DE Number
    5130344
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    OpenAlex ID
    W2039592080
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