Second-order integro-differential parabolic variational inequalities arising from the valuation of American option (Q2258790)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Second-order integro-differential parabolic variational inequalities arising from the valuation of American option |
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Statements
Second-order integro-differential parabolic variational inequalities arising from the valuation of American option (English)
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26 February 2015
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American option
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integro-differential
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variational inequalities
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existence
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uniqueness
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