Existence of a fundamental solution of partial differential equations associated to Asian options (Q2665499)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Existence of a fundamental solution of partial differential equations associated to Asian options |
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Existence of a fundamental solution of partial differential equations associated to Asian options (English)
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19 November 2021
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partial differential equations
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option pricing
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Kolmogorov operator
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