Martingales versus PDEs in finance: an equivalence result with examples (Q2725292)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Martingales versus PDEs in finance: an equivalence result with examples |
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Martingales versus PDEs in finance: an equivalence result with examples (English)
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6 November 2002
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option valuation
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martingale approach
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partial differential equations
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finance
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Feynman-Kac formula
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