An analysis of path-dependent options (Q261989)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An analysis of path-dependent options |
scientific article |
Statements
An analysis of path-dependent options (English)
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29 March 2016
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path-dependent options
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Black-Scholes
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elliptic-hyperbolic partial differential equation
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noncommuting sums of operators
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semigroup methods
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