SOME RESULTS ON PARTIAL DIFFERENTIAL EQUATIONS AND ASIAN OPTIONS (Q4798871)

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scientific article; zbMATH DE number 1882783
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SOME RESULTS ON PARTIAL DIFFERENTIAL EQUATIONS AND ASIAN OPTIONS
scientific article; zbMATH DE number 1882783

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    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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