Viscosity solutions of HJB equations arising from the valuation of European passport options (Q622505)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Viscosity solutions of HJB equations arising from the valuation of European passport options |
scientific article |
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Viscosity solutions of HJB equations arising from the valuation of European passport options (English)
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5 February 2011
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passport option
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HJB equation
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viscosity solution
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uniqueness
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convexity preserving
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