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scientific article
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scientific article

    Statements

    author
    Stefan Sperlich
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    Mathias Wilke
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    publication date
    12 February 2009
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    zbMATH Keywords
    Asian options
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    Black-Scholes
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    elliptic-hyperbolic PDE
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    noncommuting operators
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    semigroup methods
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    Identifiers

    Mathematics Subject Classification ID
    91G20
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    35R60
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    47D06
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    47D60
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    zbMATH DE Number
    5506997
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